about the company
Our client is a multinational investment bank
Description:
- Enhance the infrastructure and code quality of the valuation framework and systems
- Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
- Fix valuation issues in the code.
- Implement FRTB for Credit line of business
- Liaise with global counterparts on projects and issues that affect APAC region.
Requirements:
- 10-15year of developer experience with strong knowledge on Python, object oriented programing language e.g. C#, WPF, Java.
- Strong object-oriented concepts and experience in large-scale enterprise development.
- Good knowledge of Microsoft SQL Server, database programming.
- Good understanding on valuation of financial products, including risk sensitivities and PnL calculation preferred. Knowledge of Fixed Income Credit and Loan Products preferred.
- Good quantitative background preferred
To apply online please use the apply function, alternatively you may contact Dalpreet Kaur at +65 8450 8938 (EA: 94C3609 /R23111951)
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