Technical Design Authority (OCL and ILM)

Job description

Description

This role is for a Technical Design Authority working on two high profile, strategic Liquidity and Funding Risk projects to develop and enhance the (i) Operational Cash Ladder (OCL) application and (ii) BCBS248 – Intraday Liquidity Monitoring and Reporting.

The role involves working with other business analysts and developers to determine the business requirements to be delivered for both OCL and ILM. It will also involve very close co-operation with the OCL and ILM end users in T-ALM, STIR, Treasury Governance and Group Operations to understand their business processes and to elicit their requirements, so that they are communicated to the OCL and ILM developers.

OCL and ILM are newly developed systems in UBS for use by T-ALM traders, Emerging Markets, Group Treasury and Group Operations. They form part of UBS's Liquidity and Funding Treasury Programme, which were set up in response to the 2007/2008 market crisis to improve UBS's Liquidity and Funding Risk Management processes, and in 2014 in response to the BCBS 248 requirement and its adaptions by FINMA, PRA, and other regulators.

Responsibilities:
- Full understanding of Operational Cash Ladder and Intraday Liquidity Monitoring functional and technical requirements and system landscape
- Assisting with the prioritization of programme's objectives
- Leading the specification of the overall technical design and its implementation, including detailed system and data flow requirements
- Ensuring consistent use of terminology, as defined in a program glossary
- Working closely with the end business users and other business analysts to understand and define requirements

Requirements to the successful candidate:
- Quick understanding of functional requirements and translation into sound technical designs
- Work effectively under deadline pressures
- Team player, willing to “roll sleeves up”
- Good problem solver and strong communicator (English)
- Self-motivated and solution oriented
- Dynamic behavior and readiness for action
- Excellence in Relational Algebra
- Analytical thinking (understand the goal, recognize risks, plan and propose solution before coding, top to down approach)
- Experience in complex enterprise wide database integration
- Excellence in performance tuning
- Proven ability to troubleshoot and trace data related issues throughout the architecture
- Up to date knowledge in Oracle 11g and/or 12c
- Experience working on teams using Agile development methodology
- Demonstrable experience and knowledge of all elements of IT development and overall technical designs - covering ETL, data architecture, detailed application architecture, etc.
- Have solid experience of all stages in the lifecycle of change developments up to and including support of development, testing, release and post implementation cycles, risk and issues definition, as well as communication within the project
- Have strong analytical& design skills and be structured and systematic in their approach
- Sound experience with Oracle, Excel, VBA, ETL tools
- Experience working on teams using Agile development methodology

Preferred Skills:
- Experience in data profiling, data modeling
- Good understanding of multidimensional databases
- Understanding of Kimball and Inmon methodologies
- Understanding of columnar databases
- Awareness of Agile Methodologies (not a Scrum Master)
- Unix shell scripting
- Experience in database administration
- Financial background (financial messaging and liquidity management)

List of deliverables – BCBS248 and OCL
1. Compliance with PRA and EPS/CLAR requirements on BCBS248
2. Stress Test Scenarios as required by FINMA/PRA and EPS/CLAR
3. Compliance with FED requirements on Intraday Liq. Monitoring -2016 end of June 2016
4. Consumption of revised LCR output containing HQLA data into BCBS248 (Collateral, and Unencumbered Assets)
5. OCL – support with EPS specific enhancements (e.g. new ladders)
6. OCL – support with Repo ladder Day 2 requirements
7. OCL – support with Murex migration, incl. adoption of LTP
8. OCL – support with ongoing changes

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Contact Details

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Disclaimer / Policy Statements

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.