QRM API Developer

Confidential Company  •  New York, NY
$130K - $200K ($130K - $200K base + 0)
Posted on 10/18/17 by Joseph Dezio
Confidential Company
New York, NY
Financial Services
$130K - $200K
($130K - $200K base + 0)
Posted on 10/18/17 Joseph Dezio

Title: QRM API Developer - 3211

Salary/Rate: Open          Strong Experience Required....


Skills/Knowledge: ETL, QRM-Quantitative Risk Management, API Development, SSAS

Job description:

·           Develop QRM APIs for strategy research and model development team.

o   Analysis & design of QRM API’s using QRM provided libraries to invoke QRM runs from in-house systems.

o   Provide API’s to users for setting up configurations like volatility, yield curves, index rates, exchange rates, spot rates and run parameters that are required to do a scenario analysis run in QRM.

o   Design and Develop API framework on multithreaded environment to support multiple QRM runs and for various business users.

o   Email notification to respective stake holders for run status.

o   Enabled tracking and logging for diagnostic purpose.

o   Enhance API framework to make compatible with different version of QRM.

 ·           Operational API Development to support Operational Management and Production Team

o   Database Synchronization across different QRM environments

o   Create Backups/Certified Backups

o   Restored Certified database Backup on different QRM environment

o   Enable Auditing to track operational user activities


·           Portfolio Creation and Stratification in QEM

o   Design, analysis & develop ETL feeds to source portfolios from various lines of business into QRM.

o   Development includes implementation of a Rules Engine to apply business overlays, seasonality and data stratification rules.

o   System should be capable to process daily & monthly files per defined Job scheduling system.


·           Reporting

               Extract results from QRM and generate SSAS cube with various dimensions

               Generate customized QlikView reports for reporting the risk to regulators.


Experience/Technical Skills Requirements: ETL, QRM, API SSAS. QlikView

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