Senior Quant Developer with 8+ years of experience in Python development and experience in developing applications for financial pricing models.
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.
Requirements:
- Minimum 10-15year of developer experience with strong knowledge on Python, object oriented programing language e.g. C#, WPF, Java.
- Bachelor's degree in IT/Computer Science or equivalent
- 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
Interested candidates may apply through the application system or send it to [email protected]. Shortlisted candidates will be notified.
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Morgan McKinley Pte Ltd
Dinu Dinesh
EA License No: 11C5502
EAP Registration No: R22110286
