Title: QRM API Developer - 3211
Salary/Rate: Open Strong Experience Required....
Skills/Knowledge: ETL, QRM-Quantitative Risk Management, API Development, SSAS
· 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.
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