Team Profile:

Working in the Macro Risk Systems Technology department, you will have responsibilities in:

Develop tools for salespeople and traders to keep ahead of the market

Provide IT coverage for sales and trading, desk strategies, FID COOs, operations, and controllers

Integrate mathematics models into pricing and risk systems, and write risk measures for a wide range of products, like bonds, futures, listed options, interest rate swaps, structured products, or inflation products, to mention but a few

Develop tools to handle market data (market data calibration, real-time market data, derived market data, historical market data retrieval APIs, etc.)

Develop large-scale distributed systems to compute and report intra-day and end-of-day risks, P&L (Profit and Loss) and market scenarios to senior management, trading desks, and controllers

Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes

You have:

Strong software engineering, analytical and problem-solving skills

Strong academic record with BSc level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline

Strong Java or Scala skills with the willingness to pick up the other language if not already mastered at a sufficient level is important

Excellent written and verbal communication skills in English, including experience speaking to technical and business colleagues and working globally

You might also have:

Knowledge of the 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

Experience in medium to large scale server-side Java or Scala distributed applications

Understand DevOps and Continuous Development Principles