sr product developer - ibank in Hong Kong

apply now

job details

posted
location
hong kong
specialism
information technology
job type
permanent
reference number
91M0088503_1528279618
contact
ian luong, randstad hong kong
apply now

job description

about the company.

Our client is one of the largest banks in the world with offices in more 40 countries. The APAC team is spread across 23 offices in 12 markets.

about the job.

You will have daily interaction with various business partners across Asia Pac region on Product Risk valuation support, and development requests. You will also have the opportunity to collaborate with Global Tech team to participate in a major global initiative on retiring existing Risk Valuation Engine into Global Markets Strategic platform.

Your responsibilities:

  • Analyze model, trade data, and market data to tie out the valuation difference between legacy valuation system.
  • Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
  • Fix valuation issues in the code.
  • Resolve analytical issue regarding End of Day and Intraday PV, Risk and PnL, raised by different users.

skills & experiences required.

  • Strong knowledge on Python, 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 can apply through this portal. Should you have any questions, please contact Ian Luong at 2232 3440.