Developer Trading Systems

Profile

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
The role is within RiskIT area, working with Primo applications, an in-house developed business-critical global risk applications used primarily by the Interest Rate Derivatives desks. The role is for the Expected Positive Exposure (EPE) project, a Basel III driven RWA reduction initiative.
The successful candidate will be part of a team of developers tasked with designing, developing and delivering functionalities specific for the EPE project. The role will require interaction with the front office, credit risk (CRO IT), and product control areas, so communication as well as technical skills are important to succeed. While we will be primarily focussed on hiring a development team, candidates with specific experience in Support, QA, and Infrastructure will also be considered since the global team also contains these functions.
The candidate would be expected to:
• Possess a desire to learn the Fixed Income and Derivatives business
• Embrace interaction with business groups (e.g. traders, quantitative analysts) and other IT teams
• Design and implement new functionalities in Primo
• Ad-hoc system analysis and investigation – problem solving
• Take ownership
• Communicate design ideas and take part in peer reviews
• Utilize Test Driven and Agile development techniques
• Participate actively and constructively in team discussions
• Understand the current applications and business processes, identify extensions and new functionality
We actively encourage mobility across teams and offer opportunities for cross training in both roles and technology.
SPECIAL CIRCUMSTANCES (eg shifts, travel overseas, hours):
PERSON SPECIFICATION
EDUCATION AND PROFESSIONAL QUALIFICATIONS:
Essential A bachelor’s degree in Computer Science, Engineering, Finance, Economics or a Mathematical Science is required.
Desirable Financial Maths, Quantitative Finance, etc.
WORK EXPERIENCE/BACKGROUND:
Essential
This role requires extensive experience as a software engineer in a business focused development environment with a working understanding of the full development life cycle.
Ability to take ownership of issues and follow to resolution is important; as is an innovative approach and methodical analytical style of problem solving.
Desirable
Front Office experience in Fixed Income and/or Derivative products.
Experience in Interest Rate Risk IT.
Trader Front End / P&L experience.
TECHINICAL/BUSINESS SKILLS & KNOWLEDGE:
Essential
Candidates should have substantial experience participating in the development of a large multi-tier system, preferably a risk management system. They should demonstrate strong development skills in C# .NET and have a solid background of object and component oriented design techniques.
Strong knowledge of SQL Server and/or Oracle RDBMS knowledge.
Strong knowledge and exposure on OTC Derivatives products (flow and exotic), valuation and risk of these products.
Good understanding of trading desk PnL decomposition process.
Experience with Counterparty Credit Risk, calculation of EPE and RWA
Candidates should be familiar with XML, server-based architectures and multi-threading.
A good understanding of the importance of good software development practices is vital.
Desirable
Used Agile development techniques.
Experience of Excel/COM would also be of benefit.
Experience in developing Microsoft SQL Server Analysis Services (SSAS) solution.
OTHER REQUIREMENTS
Essential
Fluent English
Desirable
Good communication skills (written and verbal)
Garry Kapoor
Alpha Technologies
E-mail: ****
Web: ****

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