Contract Length: 12 Months (possibility of becoming FTE)
LOB: Global Markets
Payrate: 105/hr on incorp
Project:
• The bank is in the process of building its next generation platform for the computation of Market Risk and Counterparty Risk computations. The platform is being built with best-of-breed technologies which will provide the flexibility required to meet tomorrow’s regulatory requirements for both Market Risk and Counterparty Risk.
• In joining the Market Risk Technology Database team, the contractor will become an integral part of the team that develops data management functionality for Market Risk and Counterparty Risk for all of Global Markets. These calculations include Value at Risk (VaR) Stress VaR, peak exposure and expected exposure. Commodities, Equities, Rates, Credit , FX and Fixed Income are covered. Given the current focus of both US and Canadian regulators on Market Risk and Counterparty Risk capabilities, this is a high profile opportunity.
Daily Responsibilities:
• Manage the Risk Data Repository (RDR) Netezza database.
• Data Modeling – design and script schema changes for all Market Risk Technology teams.
• Develop stored procedures which serve as APIs for both reading and writing data.
• Develop feeds to publish data to other systems.
• Create data quality checks, both for internal purposes and BCBS data governance.
• Run deployment tools to maintain multiple instances of the database.
• Prepare documentation and maintain PowerDesigner data models.
Must Have Skills:
• University degree in a technical subject
• 2-4+ years of experience in data modeling, writing SQL queries, stored procedures, reports, and ETL for relational databases and data warehouses.
• Experience in SQL optimization and performance tuning.
• Enterprise wide data warehouse experience in the financial industry
Nice to Have Skills:
• Netezza database experience is a big plus.
• Oracle and SQL Server database knowledge
• Understanding of finance and especially derivatives
• Knowledge of Power Designer
Desired Attributes:
• Excellent Communication Skills (Oral and Written)**
• Flexible
• Excellent problem identification and resolution skills.
• Team player
• Easy going approach
Skills Matrix
Pay rate:
Notice to start:
Notice to interview:
BMO experience:
• University degree in a technical subject:
• 2-4+ years of experience in data modeling, writing SQL queries, stored procedures, reports, and ETL for relational databases and data warehouses. :
• Experience in SQL optimization and performance tuning. :
• Enterprise wide data warehouse experience in the financial industry:
Contact:
Lavanya Rajkumar
IT Recruiter
Phone: (416)-438-1099 ext 3083
Email ID: lavanya@tekstaff.ca
Tek Staff IT Solutions Inc