We are currently seeking a hands-on senior developer within the Interest Rate Derivatives Technology group. Our team works closely with Interest Rates Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals. The position will provide the opportunity to obtain in-depth knowledge about interest rate business and software design/development experience on risk and PnL calculation platform, for both real-time ticking and overnight batch calculation.
- Develop high speed and large scale real-time calculations for flow products
- Develop large scale distributed systems to compute and report intra-day and end-of-day risks, scenarios, and PnL for both flow and structured products
- Provide IT coverage for Macro business in Non-Japan Asia, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department
- Integrate mathematical financial models into the risk system for a wide range of products, like bonds, futures, interest rate swaps, inflation products, options, hybrid products and structured notes
- Develop tools for salespeople and traders to keep ahead of the market
- Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes
- Migrate portfolio from legacy systems to our new proprietary cross-asset risk calculation system
We balance between strategic system renovation projects and day-to-day business coverage based on each team member's preference and expertise. The role requires someone who is self-motivated, quick-learner, can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful delivery of the solution.
- Knowledge of fixed income market, financial models, and risk management
- Experience in financial risk calculation and management system or trading tools development
- Experience in distributed computing or cloud computing, Java/Scala performance tuning
- Full Stack development programming experience in HTML5/AngularJS, C# and APL like KDB/Q or A+
- Understand DevOps and Continuous Development Principles