Avp - Counterparty Credit Risk
CurrentCurrently working in Environment Management team supporting Credit Studio & Sparck systems within Enterprise Credit Risk division. Sparck is Quartz based platform for integrated trading, position, pricing and risk systems. This includes Sandra, which is a NoSQL, oriented-object database that stores and replicates data to different geographical locations for consistency, redundancy, and speed. Credit Studio is the Sybase legacy system for calculating Peak Exposures for Credit Risk purposes, and Expected Exposures for use in Basel RWA calculations. Sparck/CS operate as a hybrid of the two systems to process daily Internal Models Method (IMM) batch. IMM calculates capital reserve requirements for the bank based on forward-looking simulations of the market, under both normal and stressed conditions, for exams conducted periodically by the financial regulators. Involved in performing Autosys, Code, GUI and Shell deployments in UAT environments from Red Hat Ansible Tower. HPDMA is used for all Sybase DB deployments & Toad Data Point for verifying SQL queries. CA Workload Automation iXp tool is extensively used for monitoring Autosys jobs and Super Putty tool for connecting to UNIX servers for checking logs & running shell scripts. MapR Dashboard is used for monitoring Disk Space, Nodes in Clusters & checking Volumes. Interact with Development teams, QA teams, Release Management Teams and End Users during the process of Credit Studio and Sparck batch runs. Involved in utilizing many Quartz Desktop tools, QzDev for writing Python scripts, Bob Monitor for starting the python scripts, DB Browser tool to navigate the directories and objects stored in Sandra, QzRelease2 for pushing the changes from Dev to QA and UAT lanes.