New Valuation and Risk Engine Development
We are developing a new valuation and risk engine within our CTRM system to better equip our front office teams.
As a core member of the Risk & PnL team building the new risk engine, you will work closely with the Dev team and business stakeholders to design and implement technical solutions.
* You will leverage core components of the new risk engine and other parts of the CTRM to produce reports, tools, and functionalities required by the business.
* You will explore functional designs with the rest of the Dev team and translate them into technical designs for implementation in short development cycles.
* You will gain a deep understanding of our trading business, including deal structures and risk management concepts.
This role requires strong problem-solving skills, as you will often face ambiguous problems requiring you to define both the answer and the question.
Key Responsibilities:
1. Leverage core components of the new risk engine and other parts of the CTRM to produce reports, tools, and functionalities required by the business.
2. Design and implement technical solutions with the Dev team and business stakeholders.
3. Gain a deep understanding of our trading business, including deal structures and risk management concepts.
Requirements:
* Python: 3+ years developing with Python on enterprise-level solutions.
* C++: Some professional C++ development experience.
* University degree (Bachelor or Master) in Computer Science, Financial Engineering, or equivalent.
* Entrepreneurial drive, ability to work independently as well as in a team.
* Excellent communication and interpersonal skills.
Preferred Qualifications:
* Some experience with derivative risk concepts, including option pricing and Greek risk measures, ideally in Commodities.
* Some experience with PL/SQL or a similar procedural DB programming language.
* Some experience in developing UIs in React.