Job Description Summary

Financial Risk Analytics is seeking a Software Development Engineer in Test to join the Financial Risk Analytics group. The successful candidate will be involved in all aspects of testing with emphasis on test automation. We are looking for a pragmatic advocate of quality and someone that is willing to work as part of a dynamic team. As part of the Quality Assurance team, you will help develop automated tests for our suite of linux software including grid-based simulation software. A software programming background is required. An investment banking background or interest is nice to have as you work closely with financial engineering, product development groups, and work directly to support our customers. We are looking for a methodical problem solver that is comfortable working independently and as a part of a team.

Financial Risk Analytics (FRA) is part of S and P Global and provides industry leading risk analytics solutions to sell side institutions within the financial markets. Risk management and risk regulation is continuously driving demand for more accurate calculations and risk system vendors are continuously striving for improvements in performance and scalability. The products have been designed, built and continuously improved over a ten year period. It is carefully architected to scale from running on a single laptop for demonstration purposes right through to running on 1,000+ core distributed grids and as a hosted solution as well. Financial Risk Analytics provides solutions for Credit Risk PFE, Market Risk VaR and sensitivities, Credit Value Adjustment (CVA), Initial Margin (IM) and regulatory calculations such as EC, RC, IRC and CRM.

Responsibilities

  • Develop detailed test cases, and test scripts to support regression, functional, load and stress testing for rest, client/server, and computational, grid-based applications. 
  • Automation of testing including updates to and creation of automated test scripts for system, load and performance testing. Maintain automated test frameworks, including support of agile, test-driven development
  • Conduct full product testing (component, system, integration, performance, etc.) including automation of the testing wherever possible
  • Identify, document and track software defects to resolution
  • Assist to establish and maintain multi-platform test environments and pipelines
  • Support customers on Financial Risk Analytics products as required
  • Create and maintain deployment and testing pipelines
  • Assist with test data creation
  • Skills and experience

  • Knowledge of REST and network application testing
  • Strong analytical ability and programming skills (preferably in PowerShell, Python)
  • Some experience with performance and load testing tools would be beneficial, for example Jmeter expertise
  • Experience with agile software development methodologies and test-driven development
  • Working knowledge of AWS and GitLab is an asset
  • Exposure to Apache NiFi, Apache Kafka would be valuable
  • Strong knowledge of Linux.
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