Fixed Income Risk System Developer (C++, Java, Angular)
Core
Develop and enhance large-scale distributed systems for calculating and reporting intraday and end-of-day risk, P&L, and market scenarios for trading desks and senior management.
Role type
Senior IC Fixed Income Risk System Developer
Builds
Front-to-back risk scenario infrastructure, pricing and workflow applications, and APIs for risk analytics
Domain
Financial services / Fixed Income / Risk Management
Deliverable
production ML models | product features
Required skills
Java, Scala, C++, AngularJS, KDB/Q, distributed computing, cloud computing, performance tuning, full-stack development, DevOps, CI/CD
Preferred skills
Experience in trading, investment banking, or fintech, knowledge of FRTB regulatory requirements, array programming languages
Technologies
Java, Scala, C++, AngularJS, KDB/Q, HTML5
Responsibilities
Develop and modernize front-to-back risk scenario infrastructure supporting regulatory requirements like FRTB; Design and develop APIs for programmatic access to pricing and risk analytics; Collaborate with global Interest Rate trading desks and cross-functional teams; Take ownership of complex technical problems throughout the full software development lifecycle