*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

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