Application Support Analyst

This role requires that all successful applicants be fully vaccinated against COVID-19 as a condition of the engagement and provide proof of such vaccinations within 3 days of commencement of services.

Our company’s Counterparty Valuation Adjustment Technology department is seeking motivated individual responsible for operating non-prod test environments. The candidate should be able to demonstrate experience in managing complex test environments, working with onsite and offshore teams to provide highly reliable and consistent QA services, and implementing technical/process solutions to improve the quality of the SDLC.

CVA Technology department develops and maintains CVA Trader, which is a mission critical, front-office risk management platform that is used by New York, London and Asia trading desks to manage and hedge counterparty risk of the firm.

The platform has following sub-systems:

Analytical engine is written in C++ and runs on a very large compute grid (35,000+ CPUs). The engine is capable of generating Monte-Carlo simulation of future IR, FX, Equity, Credit and Commodity market prices and it has the analytics to compute present/future values and associated Greeks risk metrics of IR, FX, Credit, Commodity, Equity and Listed derivatives as well as Repo and Stock Loan products. The engine performs order of 1014 pricing computations on a typical day on the 5mm+ trades portfolio with heavy optimization. The compute grid uses High performance file system and data caching layer capable of efficiently delivering 1TB+ of input data to the compute engines.

CVA Trader Workstation is an integrated risk management application that the traders, strategists and risk officers use to view their risk and PNL, interactively price new trades, calculate intra-day market stress scenarios as well as perform what if’ analysis. The application has the analytics to calculate end of day and real-time flash PNL as well as various PNL explain metrics. The front-end of the system is written in C#/.Net and the back-end is in Java.

RDX is a very large data warehouse that acquires all the trade, market and reference data details required for the computations. It captures over 10,000 different data types from 40+ different data sources within the firm, transforms/normalizes the data as well as performs statistical regression analysis to flag any data quality issues. The system utilizes dependency graph orchestrator middleware to process various data capture events asynchronously and in real-time. It uses IBM DB2 and Sybase databases to store the data and optimize it for fast access by the analytical engine. The code is written in Java, Scala, Python, SQL and Perl.

The role requires the candidate to perform the following activities, but is not limited to:

Understand the environment issues impacting deliverables and be able drive efficient and timely resolution

Become the key stakeholder contact point for the team

Liaise with other groups and act to improve testing/function/business understanding within the team

Review of issue and software release criticality and perform signoff activities

Software Administration, Analysis Skills, Product Testing, Manufacturing/Production Testing, Testing, Quality Assurance, Software Development Lifecycle (SDLC), Offshoring, Production Systems, Quality Management, Skills Required:

Proficiency in RDBMS, schema and SQL

Scripting experience (e.g., Unix, Shell, Perl, Python, Html, JavaScript, and Excel VBA)

Good verbal & written skills

Strong debugging/analytical skills

Sound Leadership capabilities

Configuration and requirements management experience

Skills Desired:

Agile development experience

Test automation tools experience

Quality management and control tools experience

Able to demonstrate process improvements across both QA and development teams