We are looking for a Senior Software Developer on a 12 months extendable contract. This is a contract to permanent hire based on the candidates performance.
Looking for candidates who can write the code and algo for pricing and insurtuments.
Description:
· 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.
Requirements:
· Minimum 10+ year 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
· Ideally, someone coming from Front - Back applications will be
Argyll Scott Consulting Pte Ltd
