Python Developer, up to 58K, iBank
My client is a top tier iBank. They are now looking for a Python developer to join their team.
- 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.
- 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.