We are looking for a Software Engineer - Senior Resource on a 12 months contract. This is a contract role which will be considered for extension based on the candidates performance.
Looking for candidates who can write the code and algo for pricing and insurtuments. Must have expereice in development on the Fixed Income product platforms.
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.
· Looking for someone having expereince in Front - Back applications
· Looking for candidates who can write the code and algo for pricing and insurtuments.
· Must have expereice in development on the Fixed Income product platforms.
· 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
Argyll Scott Consulting Pte Ltd
