Risk Aggregation Developer
If you're someone who has good communication skills, understanding of fixed income derivatives, pricing and risk manage interactions and strong programming ability in C#, C++, GUI please read on.
Responsibilities:
The Risk Aggregation team is part of the Technology Solutions group and responsible for the development and support of in house cross asset risk management platform. This platform enables trading and risk management to monitor portfolio exposure to changes in market conditions intraday and end of day.
Skills
- Good Communication skills (able to work in a front office environment alongside traders and sales people)
- Good Business skills
- Understanding of fixed income derivatives, pricing and risk
- Understands the fundamentals to curve building, derivative pricing, options pricing, option greeks (delta, gamma, vega, theta etc)
- Exposure to interest rate products such as interest rate swaps, caps/floors, swaptions, treasuries, agencies etc.
- Analytical with good problem-solving skills
- Flexible and able to adapt to new business needs
Technical Ability:
- 3+ Yrs. C#, C++
- Excel, VBA Experience
- GUI Development DevExpress, Telerik
Leave a Reply
You must be logged in to post a comment.