Beschreibung
Developer (Macro Valuations) required to join an international bank based in Zurich. In this role you will join the Valuations Team which conducts month end price and parameter testing, culminating in a Month End Valuation Review, critically analysing the portfolios balance sheet valuation, headline risk analysis, model & liquidity provisioning and all other valuation issues. An important element to the development of this role is to add value via increased automation and enhancing the IT control infrastructure. This relates both to the product analysis, and also IT solutions/Valuation models built and used.
Specifically, the role will entail:
- Review current End User Application guidelines. Review existing applications with Valuation controllers and further enhance efficiency of the applications (excel VBA) and implement EUA controls.
- Work with Valuation controllers in understanding new requirements for new applications (requirement engineering). Specify requirements and build the applications. Provide a UAT environment and testing plan rollout. Get sign-off on the application from Valuation controller and Valuation Control lead.
- All existing and new applications need to be documented.
- Framework for the handover and maintenance of any developed applications need to be considered and developed.
- Critically analyse all existing processes for potential efficiencies.
Group Objectives to be Managed:
- Develop new applications and enhance existing applications for use by valuation control.
- Contribute to developing an integrated stronger control and risk control framework.
The ideal candidate will combine the following skill sets:
- Good analytical ability
- Familiarity with financial products
- Computing skills including Excel, VBA, Microsoft Access. Familiarity with database architecture, development of functional requirements desirable.
- Familiar with OOP and MVC development Paradigm
- Automation in the MS Office, deep in Excel and Access, light in Word and Outlook.
- OOP in VBA required
Languages: English