Equity Derivative Risk Developer (AVP) – Investment Bank recruitment
Responsibilities:
• To be a senior member for the development of a Java-based flow equity derivatives pricing and risk calculation platform
• Working closely with the quant team to understand how to integrate their library into the calculation platform in order to compute price and risk measures for products, and carrying out the development and testing
• Carry out analysis for adding or changing pricing or risk measures
• Provide estimates for analysis and development tasks, and highlight any issues or risks to meeting those estimates while carrying out the tasks
• Provide L3 application support as required
Requirements:
• Master of Science from an accredited college or university with a concentration in Mathematical Finance, Computer Science, Software Engineering (or equivalent) or highly numerate degree such as Mathematics or Physics
• Strong server-side Java development experience, minimum 5 years
• Experience with quant library integration and liaison with quant team
• Experience with derivatives pricing or risk management
• Experience with using tools such as SVN, Maven, TeamCity
• Experience with development on Windows and Linux
• Strong analytical and numerical skills
• Clear communication skills
• Proficient English language skills (written/verbal)
To apply, please send your CV to anson@aptitudeasia.com