See job description for details
We are currently seeking a hands-on developer within Fixed Income Derivatives Technology group. Our team works closely with Interest Rates and FX Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals.
A successful candidate would work on one of the world’s largest Scala projects, and would have responsibilities like below. We balance between strategic system renovation projects and day-to-day business coverage based on each team member’s preference and expertise.
Integrate mathematics models like SABR or HJM simulation model into the risk system for a wide range of products, like bonds, futures, listed options, interest rate swaps, inflation products, cap/floor/swaptions, CMS, Bermudan options, exotic options, FX/Equity/Credit/Commodity/Inflation hybrid products, and structured notes.
Develop tools for salespeople and traders to keep ahead of the market;
Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department;
Migrate portfolio from legacy systems to our new proprietary cross-asset risk calculation system, which would help to drive revenue, improve the business efficiency, respond to regulatory requirement, and reduce capital requirement and IT cost;
We serve not only internal clients in the region but also act as a technology provider to global Interest Rate and Foreign Exchange trading 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
- Experience in medium to large scale server side Java or Scala distributed applications
- Strong software engineering, analytical and problem solving skills
- Strong interest in learning about the financial markets
- Excellent written and verbal communication skills including experience speaking to technical and business colleagues and working globally Qualifications: Preferred Qualifications
- 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
- Understand DevOps and Continuous Development Principles