EDA is the bank's strategic enterprise level market and credit risk platform. Several critical business processes are live on the platform including Risk Based PnL, Uncleared Margin calculations and Intraday Risk Limit monitoring. EDA will also be the platform for calculating the bank's capital requirements based on the Fundamental Review of the Trading Book (FRTB) regulations.
Day to day activities include:
Write software to implement business requirements for applications such as Fundamental Review of the Trading Book (FRTB), Risk based Profit and Loss analysis and Uncleared margin calculations for Credit Suisse counterparties.
Work as a hands-on software developer to build a highly scaleable cloud-native technology platform that will enable Credit Suisse to satisfy its enterprise level risk reporting obligations.
Hands-on development using Java as the primary development language.
Work with other teams including Front Office Risk teams, Quants, Data Engineers, Dev Ops and Production Support to build state of the art front to back risk solutions
Participate and contribute in technical architecture meetings with senior members of the leadership team including Directors and Managing Directors.
Work with business partners to understand, agree and document requirements. Create designs and plans to deliver technical functionality as specified by the requirements.
Work with the Quality Assurance team to ensure all technical changes are thoroughly tested before a change is released to production.
Work the Site Reliability Engineering team to quickly address any issues that impact business users.
Manage the technology platform to ensure that all software and hardware components meet the standards defined by Credit Suisse, this includes managing the upgrade of End of Life components and supporting infrastructure teams in regular maintenance activities and disaster recovery tests.
Collaborate with peers and senior team leaders to define and implement standard methodologies in areas such as software build and releases, automated testing and production monitoring.
Your future colleagues
The EDA team is building a state of the art cloud-native platform that can handle massive data volumes and calculations. We are looking for a senior hands-on development manager to build and lead a team that is responsible for building key components of EDA. These components include a workflow tool to orchestrate complex calculations and a high-throughput data ingestion component. The EDA team is comprised of approximately 100 team members across several disciplines including developers, operations, site reliability engineering, delivery managers and data analysts. The team members are located in New York, Princeton, London and Poland. We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global cultural values.
We are looking for an applicant with detailed fundamental Computer Science knowledge including Concurrency, Algorithms and data structures. Along with extensive experience of test driven development. Should possess understanding of complex business requirements and designing scalable solutions to meet the requirements.
Proactive self-starter who able to take initiative and roll up sleeves to get things done. Can lead cross subject area teams to achieve complex deliveries.
Evidence of delivering applications from inception, design to production.
Strong Core Java Development skills including knowledge of Lamdas, Streams and advanced concurrency APIs.
Extensive experience and understanding of distributed systems, developing, profiling and maintaining multi-threaded/asynchronous applications.
JVM monitoring, profiling, performance tuning and debugging. Experience with using analysis tools such as JConsole JVisualVM, JProfiler or Java Mission Control.
Knowledge of how to automate the build and deployment of complex systems using tools like Maven, Jenkins and Team City.
Understanding new technologies and how to use them to solve the business problems. This includes making build vs. but decisions.
Work with a diverse distributed team and user base. This includes developers from many front office risk management teams, Quants, Business analysts, data engineers and operations.
Demonstrable knowledge of advanced computer science concepts including concurrency, algorithms, data structures and distributed systems. The candidate must have at least 10 years hand on development experience.
Experience developing, profiling and maintaining non-blocking distributed applications.
Knowledge of Cloud Native technologies to build highly scalable elastic applications with understanding of how to build the tools necessary to build, release and manage the software in production as well as lower environments.
Modern Data platforms such as Big Data (i.e. Hadoop) and streaming (i.e. Kafka).
Previous experience working in the financial sector with detailed understanding of risk management and financial data along with regulatory risk environment within which the bank operates.
Detailed knowledge of current tools available in the industry in order to make important build vs. buy decisions. This includes commercial and open source software
Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work