FICC Technology: Assistant Vice President / Vice President, Senior Product Developer, Global Markets Technology
Bank of America
Hong Kong, Hong Kong

Job Description :

About Bank of America :

Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 35 countries.

In the U.S. alone, we serve almost all of the Fortune 500 companies and approximately 67 million consumer and small-business clients.

We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.

Connecting Asia Pacific to the World

Our Asia Pacific team is spread across 19 cities in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities.

Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region’s leading financial services companies.

Position Description

Day-to-day interaction with various business partners (Front Office Traders, Market Risk Managers, Business Supervision Officers, Finance and Trade Control) across Asia Pac region on Product Risk valuation support, and development requests.

Opportunity to collaborate with Global Technology team to participate in a major global initiative on retiring existing Risk Valuation Engine into Global Markets Strategic platform (Quartz).

Key Responsibilities

  • Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
  • Fix valuation issues in the code.
  • Analyze model, trade data, and market data to tie out the valuation difference between legacy valuation system and Quartz valuation.
  • Resolve analytical issue regarding both End of Day and Intraday PV, Risk and PnL, raised by different users, including Front Office Traders, Market Risk Managers, Business Supervision Officers, Finance and Trade Control etc.
  • Liaise with global counterparts on projects and issues that affect APAC region.
  • Provide holiday support coverage occasionally.
  • Key Requirements

  • Strong knowledge on Python, object oriented programing language e.g. C#, WPF, Java.
  • Strong object-oriented concepts and experience in large-scale enterprise development.
  • Strong problem solving skills.
  • Good knowledge of Microsoft SQL Server, database programming.
  • Good understanding on valuation of financial products, including risk sensitivities and PnL calculation. Knowledge of Fixed Income Credit and Loan Products preferred.
  • Good quantitative background preferred
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