R Developer with Java,
Singapore

Project Description

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- You would become a member of a Client's team, which creates and develops tools, implements solutions and provides consulting services in the area of risk IT
- We are looking for enthusiasts of science and software - experienced, self-driven R Developers who want to join the international project for the banking sector
- This is a hands-on, technical role in a highly-collaborative team
- Responsibilities will include development and maintenance of credit risk models in R

Responsibilities

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- Developing and designing R based frameworks to compute advanced graphs, tables and listings
- Working on an R package to perform standard statistical analyses
- Extending R Shiny based modular framework for the interactive and reproducible exploration of trials data
- Defining development & automation workflow

Skills

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Must have

- Degree in a Computer Science related discipline or equivalent;
- Excellent communication and time management skills, with a track record of handling multiple workstreams;
- Good experience in R and its mathematical libraries;
- Minimum 3 years' experience of multi-threaded design and implementation
- Minimum 6 years' of Java application development end-to-end experience and good experience with the available Java Math libraries, good understanding of Generalized AutoRegressive Conditional Heteroscedasticity (GARCH), Exponentially Weighted Moving Average (EWMA) and distribution fitting.
- Experience with Spring, Hibernate, modeling data, math's calculations, statistics, complex formulas, math's libraries.
- Experience with algo (WMA, distribution, aggressive etc). Understanding of different libraries and how to make use of libraries and implement modelling.
- Source code Git experience is a must;
- Comfortable working on Linux-based systems;
- Strong written and verbal communication skills in English

Nice to have

- Excellent team collaboration skills with different client groups (business and IT groups)
- Knowledge in linear and/or non-linear mathematical optimization libraries is a plus;

Languages

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English: B2 Upper Intermediate

Relocation package

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If needed, we can help you with relocation process. Click here for more details: see more details