Risk Software Developer

• Collaborate on the development of SAS Solution for Regulatory Capital.
• Assess the impact of new regulations (Basel 4, CRR3) on the existing solution.
• Develop regulatory capital calculations using SAS programming and tools.
• Contribute to the design, development, unit testing, integration testing, and documentation of product features.
• Conduct exploratory activities to build SAS IP in the assigned area and research/implement new regulatory risk features.
• Participate in defining user stories and acceptance criteria for product features.

• Review business and solution requirements/design documents for accuracy.
• Scope and define work effort for regulatory updates, including task breakdown and estimation.
• Analyse and interpret complex regulatory requirements with minimal supervision.

Regulatory Capital Expertise:

• Exposure to calculating regulatory capital for credit, market, and operational risks.
• Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations
• Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.
• Exposure to banking data preparation for regulatory reports like COREP and FINREP.

Risk Management Qualifications:

• Professional risk management qualification, such as FRM or equivalent.

Programming Skills:

• Strong proficiency in SAS programming language, including Base SAS, SAS Macros.
• H ands on expertise of SQL, Python

Software Development Aptitude:

• Demonstrated ability to write clean and efficient code through prior programming experience.

Agile Methodology:

• Understanding and experience with Agile development practices, including daily scrums, iteration planning, retrospectives, and test-driven development.

• Continuous Learning:
  • Actively seeks to stay updated on the latest regulatory developments and readily applies new knowledge to work processes.
• Analytical and Communication Skills:

• Ability to evaluate complex information, develop clear recommendations, and effectively present findings while seeking feedback.
• Collaboration:
• Proven ability to work collaboratively with colleagues across different teams to achieve shared goals.

Regulatory Capital Expertise:

• Exposure to calculating regulatory capital for credit, market, and operational risks.
• Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations
• Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.

Programming Skills:

• Strong proficiency in any programming language, including SAS, R, Python.
• H ands on expertise of SQL, Python

Software Development Aptitude:

• Demonstrated ability to write clean and efficient code through prior programming experience.