Location: McLean, VA
M+ ICM team is responsible for generating forecast for up to 60 month into future. ICM team requires an additional analyst/developer to develop the additional requirements. Currently ICM focuses on upcoming DFAST execution alone and many other requirements such as CCF, business forecasting etc were postponed. Those requirements need to be addressed in a timely manner.
Role and responsibility:
• interact with finance team and business side to collect the requirements,
• Work with finance team and developers to facilitate the reconciliation
• Help the customers to understand the result and to properly use the application
• work with second line and audit to provide the proper evidence and ensure the proper control.
• Design, develop and support systems within the financial modeling and research area.
• Design and develop new code and review existing code changes to ensure standard technology development practices are met.
• Assist in the operational execution of software solutions to assist with the monitoring and control of market and credit risks.
• Master’s degree in Computer Science, Software Engineering or related technical field and
• demonstrated knowledge of:
? quantitative finance
? Python, R, Java, C, C++, SAS and/or Linux
? Various scientific computing libraries
• Knowledge may be demonstrated through education, training and/or experience.