Risk Management System Developer
2 days ago
We are seeking a skilled Risk Management System Developer to join our team. As a key member of the Risk Management System application team, you will have the opportunity to develop and work with new technology.
The incumbent will be part of the mission critical platform development team and will have the opportunity to work closely with seasoned technologists across the IT Division as well as the exposure to work with various business stakeholders across HKEX.
Your responsibilities will include implementing and maintaining models for option pricing, volatility calibration, margin calculation and other risk management tools.
- Implement models for option pricing, volatility calibration, margin calculation, and other risk management tools
- Carry out duties in system development life cycle, including effort estimation, collecting user requirements, system design, programming, functional and technical testing, and production migration
- Collaborate with risk managers and other stakeholders to understand their requirements and translate them into technical solutions
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