What you'll do:
As a Senior Developer for Pricing, you will play an instrumental role in contributing to the enhancement of our client's valuation framework and systems' infrastructure and code quality. You will be tasked with implementing valuation models in Quartz to compute PV, Risk sensitivities, and PnL. Your expertise will also be required to rectify any valuation issues present in the code. Furthermore, you will implement FRTB for the Credit line of business and collaborate with global counterparts on projects impacting the APAC region. Providing occasional support coverage during holidays may also be part of your responsibilities.
- Contribute to the enhancement of the valuation framework and systems' infrastructure and code quality
- Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
- Rectify valuation issues present in the code
- Implement FRTB for Credit line of business
- Collaborate with global counterparts on projects and issues impacting APAC region.
- Occasionally provide support coverage during holidays
What you bring:
The ideal candidate for this Senior Pricing Developer (Contract)role brings a wealth of developer experience, particularly with Python and object-oriented programming languages such as C#, WPF, or Java. You should possess strong concepts of object-oriented programming, coupled with experience in large-scale enterprise development. Your problem-solving skills are exceptional, complemented by your good knowledge of Microsoft SQL Server and database programming. An understanding of financial product valuation, including risk sensitivities and PnL calculation, is preferred. Knowledge of Fixed Income Credit and Loan Products would be advantageous, as would a good quantitative background.
- Minimum 10-15 years of developer experience with profound knowledge on Python, object oriented programming language e.g. C#, WPF, Java
- Strong concepts of object-oriented programming and experience in large-scale enterprise development
- Exceptional problem-solving skills
- Good knowledge of Microsoft SQL Server, database programming
- 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
What sets this company apart:
Our client is a leading entity in the financial industry, renowned for their commitment to innovation and excellence. They offer a dynamic and inclusive work environment that encourages creativity and collaboration. Their employees are provided opportunities for professional growth and development, with access to state-of-the-art technology and methodologies. They believe in recognising and rewarding diligence and achievement, making them an employer of choice for professionals worldwide.
What's next:
Ready to elevate your career? Don't miss this enticing opportunity!
Submit your application today by clicking on the link. We eagerly await your application!
Do note that we will only be in touch if your application is shortlisted.
Robert Walters (Singapore) Pte Ltd
ROC No.: 199706961E | EA Licence No.: 03C5451 EA Registration No.: R24123088 Josue Hoyos Pardavell
