- Develop tools for salespeople and traders to keep ahead of the market; - Provide IT coverage for sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department; - Integrate financial models into pricing and risk system and write risk measures for a wide range of products, like bonds, futures, listed options, interest rate swaps, inflation products, cap/floor/swaptions, CMS, Bermudan options, exotic options, FX/Equity/ Credit/ Commodity/ Inflation hybrid products, and structured notes. The candidate may work closely with Financial Modelers based in Budapest. - Develop tools to handle market data (market data calibration, real-time market data, eod marking, derived market data, historical market data retrieval APIs, etc) - Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department; - Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes; - Migrate portfolio from legacy systems to our new proprietary cross-asset risk calculation system, which would help to drive revenue, improve the business efficiency, respond to regulatory requirement, and reduce capital requirement and IT cost; The role requires someone who is self-motivated and fast-learning, delivers results quickly, takes ownership of critical problems and works throughout the full project lifecycle from problem analysis to successful delivery of the solution. - Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline - Strong software engineering, analytical, design and problem solving skills - Strong Knowledge of CI/CD tools - GIT, Graddle/Mavin, Jenkins, JUNIT - Understanding of software development lifecycle best practices - Experience working in global team setup, collaboration and mentoring - Excellent written and verbal communication skills including experience speaking to technical and business colleagues and working globally Desired - Experience in financial risk calculation and management system or trading tools development - Experience in distributed computing or cloud computing, Java/Scala performance tuning - Experience in medium to large scale server-side Java or Scala distributed applications. - Understand DevOps and Continuous Development Principles Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. Our innovative team delivers deep technical and mathematical expertise to support the Firm's capabilities in quantitative analysis, data analysis, and risk management. #LI-FT1 #BPTECH #LI-hybrid Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks. Flexible work statement Interested in flexible working opportunities? Speak to our recruitment team to find out more. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
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