Financial Engineering Developer – Risk department – GRS0629 recruitment
Developer - Responsibilities
• Enhancing and maintaining the code of our Risk system.
• Assisting the client support team in the handling of clients' requests; Investigating and fixing issues requiring in-depth knowledge of the various Risk processes and our pricing library.
• Initiating and supporting lifecycle tasks including unit testing, software release, and documentation.
• Proposing and engaging in greenfield development using new technologies.
Developer - Qualifications
• Advanced degree (Master) preferred in finance engineering, computer science or a related discipline
Developer - Skills and Experience
Essential
• Demonstrated experience within code development using object-oriented techniques (C++, Java or other) in the financial domain.
• Good knowledge of financial asset modelling and pricing (equity/FX/interest rate/credit), Risk measures (Greeks, DV01 etc) and VaR methodologies.
• Experience of Unix operating systems.
• Ability to work closely with others in a virtual workplace environment.
• Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
• Excellent communication, organizational and people skills.
• Articulate verbally and in written communication.
Desirable
• Knowledge of SAS software
• Shell scripting skills and knowledge of SQL
• Familiar with the Bloomberg terminal.