General information
Entity
Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2019). Nearly 8,400 employees across Europe, the Americas, Asia-Pacific, the Middle East and North Africa support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital markets activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.
For more information, please visit www.ca-cib.com
Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/
Reference
2020-50007
Publication date
16/07/2020
Job description
Business type
Types of Jobs - Information systems / IT Project management
Contract type
Fixed-Term Contract
Term (in months)
12
Management position
No
Job summary
The Department and position
Capital Markets IT (CMI) is the IT department within the bank focused on solutions related to Capital Markets. This includes Front Office (FO) booking platforms, Risk Management (RM) control and regulatory reporting systems, financial product and contract valuation systems, and much more. It is the department most directly exposed to the bank’s financial operations.
The department (CMI) is responsible for development and maintenance of Market Risk and Capital Market BO applications used by worldwide users. Most of the applications are inhouse developments with a mix of Microsoft and open source technologies.
MASAI is an ambitious project critical to the Bank’s strategic pivot towards data-centric operations. In the past, separate systems maintained their data separately, modeling the same data in incompatible ways and depending on ad-hoc and sometimes brittle data sharing mechanisms, creating a complex web of interdependent systems and no centralized repository of data. MASAI was initially created to satisfy regulatory requirements set out by the Basel Committee as part of their FRTB capital rules, but quickly became the central focus in the Bank’s push towards a more data-centric approach. It is based on Big Data technology, which allows horizontally-scalable management of data at and beyond the petabyte scale.
Responsibilities
As a member of the MASAI project’s development team, you will develop robust processes to ingest huge amounts of data from disparate systems, and build processes that transform and use that data.
The core technology used is Apache Spark on top of HDFS, and development is primarily in Java. The position is ideal for someone with a strong interest in data processing and data science: either a confirmed expert in Big Data technologies or a strong developer keen on gaining expertise in that domain.
Position localisation
Geographical area
Asia, Singapore
City
Singapour
Candidate criteria
Minimal education level
Bachelor Degree / BSc Degree or equivalent
Academic qualification / Speciality
Any degree in related field
Level of minimal experience
6-10 years
Experience
At least 10 years of software development experience
At least 8 years experience working with Java
A strong understanding of recent Java language features, such as lambdas, streams, and futures
Good knowledge of algorithms and data structures, with strong fundamentals in complexity analysis
Strong ability to analyze code – understand execution flow & debug even without access to a debugger
Experience with Maven, Git, writing and maintaining integration tests
Strong familiarity with Linux and bash
Good knowledge of SQL or an SQL-inspired dialect such as HQL
Understanding of and interest in finance & financial markets, particularly interest rate derivatives in their many forms (Forwards, Futures, Swaps, Swaptions, etc), knowledge of the greeks (Delta, Gamma, Vega, Vanna, Volga, Cega, etc), risk management concepts (VaR, ES, etc), market data (discount and forecast curves, SABR volatility matrices, correlation and hybrid correlation cubes, etc).
Required skills
An ideal candidate will also have expertise in some or all of the following:
Hadoop Big data clusters and tech: Spark, Kafka, HDFS, ORC, Hive, HBase, YARN, Parquet, Zookeeper
Jenkins and Ansible
Jira or a similar issue-tracking system
The Spring framework and IoC, and particularly Sping Boot and Swagger for restful web services
Technical skills required
Additionally, knowledge of the following would be helpful although it is not required:
Python and pyspark
Web development fundamentals (HTML, Javascript, jQuery, ReactJS, etc)
Docker/Kubernetes
Protobuf, gRPC, Kryo, Avro, Snappy
OLAP cubes: ActivePivot, Druid, Clickhouse
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