Rates Risk Developer recruitment
Job Background/Context:
This is a challenging and exciting opportunity to work within Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.
Key Responsibilities:
- Developing and evolving the new risk platform for valuations, risk measures and profit attribution analysis.
- Requirements analysis and capture, working closely with business users and managers to define solutions.
- Liaison with global internal business, support and development teams.
- Applying an understanding of Rates financial products to the full development lifecycle.
- Technical mentoring of less experienced and/or knowledgeable team members.
Development Value:
- Work in a leading banking environment on a modern risk system software development.
- Gain an advanced understanding of Rates business, markets, products flows.
- Advance knowledge of market and credit risk measures, processes and systems.
Skills
Knowledge/Experience:
- In-depth knowledge and experience of modern risk system development.
- Some knowledge and experience of rates products, e.g. government bonds, interest-rate swaps, vanilla options and exotics.
- Has effectively developed and implemented business initiatives, client solutions, and/or projects.
- Has developed and executed project plans.
- Is able to influence with or without authority.
- Has evidence of responsibility for volume, quality, and timeliness of end results, and shared responsibility for planning and budgets.
- Leads by example in support of organizational initiatives by exhibiting in-depth knowledge of technical issues and products.
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Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.
Skills:
- Primary: C#, F#, Excel/VBA, Python, SQL, Data Analysis
- Secondary: MDX Query, WPF and C++.
- Follows test-driven design and continuous integration
- Ability to apply sound technical skills and knowledge of the Rates business to develop creative solutions to meet client and business needs.
- A high level of proficiency in risk systems, or systems of similar technical design and capacity.
- Ability to develop strong relationships with others, effectively influencing peers and business partners.
- Effective communication skills.
Competencies:
- Excellent communication skills, oral and written; ability to face off to all business users (traders, financial controllers, etc.)
- Good team working skills and ability to work in a distributed global team environment.
- Strong analytical and problem solving skills.
- Self-motivated with determination to achieve goals.
- Flexible and able to deliver quality results in the required timeframe.
- Experience in full lifecycle development.
Valuing Diversity:
Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success.