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- End-to-end development process
- Quant's research tools development
About Our Client
The team has initiated a new project to enhance the monitoring of its core banking book. The project will deliver a new NPV of NII measure which will be calculated across all sites globally using a consistent framework and monitored by
Traded Risk.
Job Description
- Collaborate with stakeholders to deliver new python engine to calculate Banking Book NPV of NII sensitivity for the desk to monitor.- Work with senior desk SMEs to build protype and extend to several sites globally adapting the application to cater for regional nuances and build infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources.- Conduct/Assist in system testing cycles including SIT, UAT, trial conversion to ensure the system functioning as expected.
The Successful Applicant
At least four years' experience of writing Python applications in a business focused role.* Proficient in end-to-end development process, turning stakeholder requirements into software, and successful release to production.
* Develop quant's research tools allowing users to access all data, quant libraries, simulation and machine learning libraries from one central platform.
* Experience in REST API as well as hosting web application in Python.
* Experience of working in a collaborative environment in an actively developed shared codebase.
* Have a good sense of SDLC, source control and CI/CD.
* Willing to learn and able to work under pressure in RAD model.
* Self-motivated, enthusiastic and proven fast learner
* Strong communication skill, with experience of Business and stakeholder's coordination
What's on Offer
Attractive remuneration package
Global Markets Front office
Fresh new project
Job summary
- Function
- IT
- Specialisation
- IT Development
- What is your area of specialisation?
- Financial Services
- Location
- Hong Kong
- Job Type:
- Temporary
- Consultant name
- Royce Chan
- Consultant phone
- +852 2258 3414
- Job Reference
- JN-052022-5626417
