We are looking for a Scala/Spark developer for the North America Capital squad under the Treasury Planning and Capital Technology (TPC) department. Our team provides the firm's finance controllers a platform that calculates capital figures - notably SA-CCR (Standardized Approach Counterparty Credit Risk) and RWA (Risk-Weighted Assets). Both SA-CRR and RWA are mandated by our external regulators and require calculations on multiple types of bank assets.
Therefore our team provides the opportunity to be exposed to multiple asset classes such as Interest Rates, FX, Credit, Equities, Commodities and more.
The successful candidate will be keen to learn current technologies and to learn the business knowledge in finance and regulatory.
The candidate will contribute toward the buildout of a renovated calculation engine (Scala, Spark) that will serve as the foundation for all new capital calculators,
including SA-CCR and RWA mentioned above.
The team follows an Agile development methodology, with focus on behavior driven development (BDD) and DevOps practices. As a member of a local Agile team and a global Agile group, the current member will get the chance to interact with remote teams across the globe (colleagues, product owner, business users, etc.) and will be using several technologies like Scala and Spark, but also Java and DB2 to build the new calculation engine and develop the new capital calculators.
Required skills
Scala or Java, Spark
Robust problem-solving skills
Good verbal and written communication skills- Ability to learn rapidly
Highly motivated
Desired skills: DB2, Unix Shell Scripting or Python
📌 Scala/spark Developer Quebec City
🏢 Jose Merciline
📍 Quebec City
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