Senior Developer
5 days ago
Requirements:
- Hold a Bachelor's, Master's, or Ph.D. in Mathematics, Statistics, Computer Science, or Finance.
- Have 2-5 years of experience in developing distributed systems.
- Possess a solid understanding of factor models, Barra models, and market risk models.
- Be proficient in technologies such as Linux, NumPy, Pandas, SQL, Redis, and Docker.
- Demonstrate expertise in technology infrastructure and automation.
Essential Qualifications:
- Strong command of Python; familiarity with asynchronous Python is a plus.
- A minimum of 5 years of experience in risk-oriented software development, preferably within a front-office or trading role at buy-side firms.
- Experience with risk management vendor systems, particularly RiskMetrics and RiskVal.
- Comprehensive knowledge of financial instruments and derivatives, including futures, swaps, forwards, and options.
Role Responsibilities:
- Design and enhance tools for risk management and portfolio optimization to support diverse trading strategies.
- Develop and implement risk models, such as factor models and market risk models.
- Establish automated reconciliation and alert systems to strengthen risk management processes.
- Collaborate with market risk teams and quantitative teams to refine pricing and risk libraries.
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