Senior Risk Management Systems Developer
2 weeks ago
Company Overview:
Hong Kong Exchanges and Clearing Limited is a purpose-driven company committed to the long-term development of our business and markets. Our purpose is to connect, promote, and progress our markets and the communities they support for the prosperity of all.
Job Summary:
We are seeking a highly skilled Senior Risk Management Systems Developer to join our Risk Management System application team. The successful candidate will have the opportunity to design, build, and implement the next generation derivatives platform, aligning our operating model to a client-led framework.
Key Responsibilities:
* Implement and maintain models for option pricing, volatility calibration, margin calculation, and other risk management tools.
* Collaborate with risk managers and stakeholders to understand their requirements and translate them into technical solutions.
* Conduct thorough testing and validation of models and tools to ensure accuracy, reliability, and adherence to regulatory requirements.
* Provide technical support and troubleshooting issues related to quantitative models and tools.
* Collaborate with infrastructure, IT Security, and compliance teams to ensure the security and compliance of the applications.
Requirements:
* Degree in Computer Science, Mathematics, Statistics, Financial Engineering, or related disciplines.
* Minimum 7 years' system development experience, preferably in the financial services industry.
* Solid experience in application design and development in Java, C++, Python, Linux platform.
* Experience with distributed computing framework, MicroServices, containerized applications, Cloud technology.
* Familiarity with object storage, databases, noSQL, and data manipulation tools for handling and analyzing large datasets.
* Understanding of quantitative finance concepts, including derivatives pricing, risk management, and portfolio optimization.
* Good communication skills in both written and spoken English.
Location:
HKEX - TKO
Shift:
Standard - 40 Hours (Hong Kong SAR)
Scheduled Weekly Hours:
40
Worker Type:
Contract
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