Fixed Income Risk System Developer

Years of Experience: 5-7
 

We are currently seeking a senior developer within Fixed Income Derivatives Technology group. Our team works closely with Interest Rates Sales and Quantitative Strategists team to develop next generation risk systems to achieve their business goals.
 

A successful candidate would work on one of the world’s largest Scala projects and get exposure to every aspect of Interest Rates Derivative. We balance between strategic system renovation projects and day-to-day business coverage based on each team member’s preference and expertise.
 

Responsibilities include:

• Develop large-scale distributed systems to compute and report intra-day and end-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, desks, controllers, and market risk department;
• Greenfield project to redesign pricing and workflow applications for sales to keep ahead of the market;
• Greenfield project to redesign Front to Back risk scenario infrastructure for Fundamental Review of the Book
• Greenfield project to revamp the market data and marking system in strategic cross-asset platform
• Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes;
• Provide IT coverage for Macro business in EMEA, with day-to-day interaction with sales, desk strategies, FID COOs, operations, controllers, and market risk department;

We serve not only internal clients in the region but also act as a technology provider to global Interest Rate desks. The role requires someone who is self-motivated, quick-learning, can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful delivery of the solution.
 

Basic Qualifications:

• Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline
• Strong software engineering, analytical and problem-solving skills
• Strong interest in learning about the financial markets
• Good written and verbal communication skills

Preferred Qualifications:

• Knowledge of fixed income market, financial models, and risk management
• Experience in financial risk calculation and management system or tools development
• Experience in distributed computing or cloud computing, Java/Scala performance tuning
• Understand DevOps and Continuous Development Principles