Global leading in financial institution is looking for experience python developers to join their exciting project!
Job Responsibilities:
· Enhance the infrastructure and code quality of the valuation framework and systems
· Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
· Fix valuation issues in the code.
· Implement FRTB for Credit line of business
· Liaise with global counterparts on projects and issues that affect APAC region.
· Provide holiday support coverage occasionally.
Job requirement:
· Minimum 10-15year of developer experience with 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 preferred. Knowledge of Fixed Income Credit and Loan Products preferred.
· Good quantitative background preferred;
Team collaboration
EA Reg Number: R21103035
EA License Number: 07C3924 | Company Registration No: 200609504D
