Allegis Global Solutions is the exclusive Contingent HR services provider for one of the world’s leading banks.
At Allegis Global Solutions we’re proud to be the leader in global talent solutions. We draw upon decades of industry expertise to develop innovative tools, products, processes and strategies focused on outcome. Moreover, we’re incredibly proud to have built a culture that empowers our people to make their mark while making deep connections that will last a lifetime. With our passion and culture for talent, we are truly transforming the way the World acquires talent.
Our Client is one of the world's most international banks with over 1,100 branches, offices and outlets in 67 countries. They operate in some of the world's most dynamic markets and have been for over 150 years. More than 90 per cent of their income and profits are derived from Asia, Africa and the Middle East. Their brand promise, Here for good, underlines their distinctive approach.
Summary
Financial Markets (FM) has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, FM has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.
Within FM, the Modelling & Analytics Group (‘MAG’) is accountable for design, development and delivery of real-time pricing models, risk models and core infrastructure which are used in enabling pricing, market data, intra-day risk reporting capability, and portfolio level analytics including reporting and capital optimization.
We’re hiring Haskell developers for the front office Modelling and Analytics Group. We have dozens of developers working in very diverse financial market projects within corporate and institutional banking. Some of our projects are user-facing GUIs, others are server-side request handlers or reporting tools. Their scope ranges from small applications to support a single team, to processes that handle millions of trades, or have thousands of users. We use Haskell (or our in-house variant, Mu) for practically everything we do.
We expect solid computer science knowledge, but you may also be responsible for architecture design, stakeholder communication, and some project management. You’ll be expected to work in both Windows and Linux environments. We use git for source control and the Atlassian suite (Bitbucket, Confluence, Jira) for code reviews, documentation and project tracking. No finance knowledge is required, but good communication and collaboration skills are essential. We believe our unique diversity is a key aspect of our success and strive to maintain an open and inclusive culture to everyone.
Key Responsibilities:
- Development and extension of new features for Bank's internal pricing platform.
- Close cooperation and access to coaching from Core Strats team.
- Use of Haskell and our in-house variant, Mu.
- Working closely with Financial Markets traders and quantitative developers.
- Working in organisation open to innovation and continuous improvement.
- Software development to generate revenue for the bank
- Understand front office concerns in order to bridge the gap between the front office and back office
- Risk modelling to quantify the various kinds of risks faced by the Bank
- Deliver robust, high-performance software and quantitative analyses
- Work closely with FM traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management
- Maintain and develop cutting edge trading, pricing and multi assets risk management platforms
- Work on projects ranging from client-facing GUIs, server-side request handlers or reporting tools, and devops
- Use of Haskell and our in-house variant, Mu
- Ensure adherence to all internal and external regulations
- Support Operational Risk monitoring via reports and data provided to Compliance and BORM
- Assist in ensuring that there are appropriate and documented internal controls and procedures in place
Requirements:
- Good educational background, minimum Degree in computer science or equivalent level.
- Open to fresh graduates with Degree, Masters, or PhD students.
- Solid computer science knowledge (algorithms, data structures, complexity, concurrency / parallelism).
- Solid mathematical background.
- Experience in functional programming, preferably Haskell and/or OCaml
- Financial Markets knowledge.
- Experience in C++
