*Please reply me back @ **abdul.wa...@lci-online.com <abdul.wa...@lci-online.com>*
*Job Title: Sr Ab Initio Engineer * *Charlotte, NC* *Long term contract* *Green card or US Citizens only* *Job Description* The group works closely with the lines of business to ensure that risks are being appropriately managed within the defined risk appetite for the firm. Market risk activities include market risk, counterparty credit risk, issuer risk, country risk and liquidity risk. The Market Risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on all simple (bonds) and complex (structured products, derivatives) securities products. Team members will work with advanced mathematical models, theoretical pricing, statistical and stochastic models, VaR (Value at Risk), PFE (Potential Future Exposure), IMM (Internal Model Methodology), and stress. The Market Risk systems are comprised of intraday and overnight batch processes that handle staging for all trading position data and market data required for risk modeling as well as making this data available to the various risk valuation systems. Quantitative models and reporting support trading activities as well as regulatory and business reporting requirements. *Duties to include*: Perform data research, analysis, conceptual and logical data modeling to validate and document business data artifact with an in-depth understanding of entity relationship design, data normalization & relational modeling techniques Translate business and data requirements into Logical data models in support of Enterprise Data Models, OLTP, Operational Data Structures and Analytical systems Identify key business processes and deliver subject specific OLAP data-marts and manage logical and physical data models for data warehouse. Effectively communicate data design to other members of the team to ensure proper implementation and utilization of the data structures. Work very closely with business analysts, development teams and project managers for requirements and business rules. Support ongoing data modeling efforts for Development, QA, Production environments The work location is Charlotte, NC. Preference will be given to those candidates that either currently live in or are willing to relocate to Charlotte, NC with limited to no relocation assistance. *Required Qualifications* 7+ years of application development and implementation experience 10+ years of relational database experience 7+ years of Ab Initio experience 1+ year of capital markets experience *Desired Qualifications* Good verbal, written, and interpersonal communication skills 5+ years of Oracle experience 1 + years of Wells Fargo application development experience Knowledge and understanding of relational database designing schema, stored procedures, and views for performance with large data sets Big Data experience Hadoop experience SQL experience PL/SQL experience 4+ years of performance tuning experience Knowledge and understanding of business intelligence tools Knowledge and understanding of full life cycle software development Knowledge and understanding of project management methodologies: used in waterfall or Agile development projects Knowledge and understanding of technology testing: unit, regression, integration, and stress performance testing Experience with end-to-end testing of multiple applications A BS/BA degree or higher in information technology A Master's degree or higher in information technology. Thanks, Wasim -- You received this message because you are subscribed to the Google Groups "Citrix and Sap problems" group. To unsubscribe from this group and stop receiving emails from it, send an email to citrix-and-sap-problems+unsubscr...@googlegroups.com. To post to this group, send email to citrix-and-sap-problems@googlegroups.com. Visit this group at https://groups.google.com/group/citrix-and-sap-problems. For more options, visit https://groups.google.com/d/optout.
