Our client, a top-tier foreign bank is looking for a talented junior rapid application developer (RAD) to work within Global Markets Risk and P&L Technology. The team is responsible for the development and front-line support of the Risk & P&L systems for Fixed Income Trading desks. This includes but is not limited to Options, Exotics, FX, Inflation, Emerging Markets, Swaps, Bonds and Repos across London, Paris and Brussels; there are counterpart teams in London, Hong Kong and Singapore, amongst other regions. The department is also responsible for looking after associated Quantitative Research, Middle Office, Risk and Regulatory areas aligned with the Rates and FX desks.
Responsibilities:
- Interface with business users (FO, Quants, MO) and subject matter experts to define requirements and refine the details necessary for modifications to pricing and risk generation platform.
- Ensure risk delivery to Interest rates flow, options and MBS trading desks
- Assist traders with risk and P&L matters in day-to-day routines
- Liaise with global application development teams
- Design, implement and maintain solutions using Excel VBA, C#, Python, in a demanding, fast-paced environment
- Enhance trading risk management, P&L explain and other spreadsheets
- Become familiar with the bank pricing analytics library
- Write scripted processes using our analytics integrated Python environment
- Communicate status and report issues to the team leader
- Degree in STEM (Science, Technology, Engineering or Mathematics) or finance preferred
- Familiarity with Fixed Income products, pricing, and risk management concepts
- Ability to multitask and prioritize tasks according to changing business needs
- Proactive team player with a “can-do” attitude
- Problem solving skills and attention to detail
- Good knowledge of Excel/VBA, and either Python or C#
