AVP or VP, Python/ Quants Developer (US I Bank)
|Location:||Hong Kong, Hong Kong|
|Salary:||Up to HK$900000.00 per annum|
This is a Python Developer role that will be part of the APAC Fixed Income and Credits Trading Technology Team. He/she will be heavily engaged with Front Office Traders and various business partners including Market Risks Manager, Finance and Trade Control while participating in a large Global system revamp project that will involve developing quantitative solutions.
The key role is to implement valuation model in their newly established global scaled platform and 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 the valuation in the new platform.
- 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
- Liaise with global counterparts on projects and issues that affect APAC region.
- Must have strong knowledge on Python
- Knowledge in object oriented programing language e.g. C#, WPF, Java.
- Strong object-oriented concepts and experience in large-scale enterprise development.
- 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
Interested candidates please send your CV directly to firstname.lastname@example.org for quick processing