We are currently seeking a hands-on developer within Fixed Income Derivatives Technology group. Our team works closely with Interest Rates Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals.
A successful candidate would work on one of the world?s largest Scala projects, and get exposure to every aspect of Interest Rates Derivative trading.
We balance between strategic system renovation projects and day-to-day business coverage based on each team member?s preference and expertise. Responsibilities include :
Develop tools for salespeople and traders to keep ahead of the market;
Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department;
Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes;
Provide IT coverage for Macro business in Non-Japan Asia, with day-to-day interaction with sales / trading, desk strategies, FID COOs, operations, controllers, and market risk department;
We serve not only internal clients in the region but also act as a technology provider to global Interest Rate trading desks.
The role requires someone who is self-motivated, quick-learning, can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful delivery of the solution.
Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline
Strong software engineering, analytical and problem solving skills
Strong interest in learning about the financial markets
Good written and verbal communication skills
Knowledge of fixed income market, financial models, and risk management
Experience in financial risk calculation and management system or trading tools development
Experience in distributed computing or cloud computing, Java / Scala performance tuning
Full Stack development; programming experience in HTML5 / AngularJS, C++ and APL (Array-Programming Language) like KDB / Q or A+ ( http : / / www.aplusdev.org )
Understand DevOps and Continuous Development Principles