Перевод в рамках Sbergile трансформации в ПАО "Сбербанк".
Proceed working on RWA project (more information below)
Building and maintaining development process in the teem as a Scrum master
Participation in building processes of interaction with related teams
QA and DevOps metrics collection
Software development of investment products for Sberbank CIB, "Risks" block
Development and testing Risk-weighted assets (RWA) calculator according Basel II regulations:
RWA is a bank's assets or off-balance-sheet exposures, weighted according to risk.
This sort of asset calculation is used in determining the capital requirement or Capital Adequacy Ratio (CAR) for a financial institution.
Building reports on
measuring exposure at default (EAD) for counterparty credit risk (CCR); Repo EAD calculations; Interbank loans
for different legal entities with different parameters
app written in java using vaadin framework
mongo db, oracle sql, ms sql
-Experience with Murex as the main system solution for trading, treasury, risk, and post-trade operations for financial markets.
Building QA strategy for RWA web app:
- unit tests: spoke+groovy - wrote cases as part of the expansion code coverage
- bash scripts (awk) - reports comparison as regression test activity
- selenium+python - UI automation framework
CI : Jenkins as a part of automation strategy
version control: GIT
Agile Development using Scrum framework:
2 week sprints with ceremonial observance