Senior Risk Python Developer

Koмпания: Scope AT Limited
Тип работы: Другое

Role

  • You will be a strong developer joining a bank's FICC Risk technology team. You will be working within an Agile team, writing requirements and specifications, developing strategic risk management and trading tools and maintaining existing code for the FICC Tech businesses.
  • Primary task would be to help the bank design a strategic full reval infrastructure for the bank right from design to development and testing
  • This role will involve in building the code from scratch, working with Front Office to understand requirements, strong product and risk knowledge, overall being an architect
  • As the successful applicant you will be responsible for supporting modern agile software development methods; including educating & mentoring less experienced OOP team members.
  • Overall the work will be flexible based on client requirements.

Qualification

  • Master in software engineering, additional qualification in Finance is desirable, FRM, CFA again desirable

Skills Required

  • Deep understanding of Pricing basics, Structured Rates and FX Derivatives Products, Interest Rate Curve construction, time-series analysis, VaR, Full reval, CCAR
  • Experience working with Large scale quantitative library(Risk, Pricing, P&L Explain) is essential
  • Excellent hands-on development experience on Python with additional understanding on any other OO tec0hnology
  • Experience on participating in end-to-end development life cycle in a rigorous test driven software development environment
  • Experience of Agile software development process is desirable
  • Experience on developing and delivering scalable applications
  • Excellent communication skills
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