Our Goal and Mission
VTB Capital’s goal is to be Russia’s Investment Banking powerhouse. We want to be the firm that is a natural choice for all Russian Investment banking and asset management products. A choice our clients around the world make routinely and with confidence.
Our mission is to exceed client expectations by providing first class financial services. To create value for the benefit of our clients and for economic and social progress globally.
Reporting to the Head of Calypso Integration Development, this person is responsible for the implementation of the integration level between proprietary quantitative finance library and third-party vendor’s software (Calypso) for financial product pricing and their analysis. Close communication with quant team for investigation of issues and collection of new requirements. Extending and maintaining comprehensive testing framework. Development and second line support for integration service between Calypso and Excel.
- Conduct technical and business analysis for the changes
- Development/customization for Calypso using public API
- Answer client inquiries in timely fashion
- Arranging and managing user acceptance, unit, system integration and regression testing
- Second line support for Production incidents
- Following the team’s development standards
Key Competencies & Qualifications
Java core Developer skills (Java 8), JMS, JDBC, JNDI, JMX, C#
Oracle 12, MS SQL Server 2000+
Eclipse/IntelliJ Idea, PL/SQL Developer, p4, SVN, git, JIRA, Confluence
Business knowledge are quite welcome for the asset classes traded in the bank front to back – FX, FX Derivatives, Equity Derivatives, IR Derivatives, Credit Derivatives, Commodities
Calypso, Calypso API knowledge is very welcome
Excellent software lifecycle knowledge
Front-office knowledge is welcome
Ability to work in a global (multi-entity) company
Collaboration tools skills