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Fenix - Market Risk & Stress Testing - [senior] Application Developer

Keywords / Skills : Stress testing, Market Risk, Time Series, Python

5 - 8 years
Posted: 2018-12-21

IT/Computers - Software
Software Engineer/Programmer
Posted On
21st Dec 2018
Job Description
Fenix – Market Risk & Stress Testing – [senior] Application Developer

As a developer cum support consultant in the Market Risk Fenix team, you will work in an agile environment, interfacing closely with the business, quantitative analysis as well as both upstream and downstream technology teams across the firm. You will help design, develop, test, debug and maintain/support applications that are at the core of VaR and Stress calculations. Finally, you will have a view into all products across the firm and will have an opportunity to learn about one of the most crucial functions at an investment bank.

We are looking for a strong, innovative developer who is passionate about working in a quality-focused environment, who can build strong networks to deliver results, who can bring good ideas to the table and who can work well as part of a diverse team. Development is done in Python, working with cutting-edge technologies such as object-oriented databases, big data and grid computing.

Responsibilities may include, but are not limited to:
  • Working on Kingstar product for Market Risk & Stress Testing 
  • Helping to onboard Kingstar and continue to implement changes & support on Kingstar as required 
  • Working with numerous teams across the business to define, build, test and maintain/support systems that are crucial to the business 
  • Participating in code reviews in a highly collegiate environment 
  • Helping to identify opportunities for change and improvement within the existing applications to increase stability and simplify the platform 
  • Essential criteria: 
  • Good communication (written and spoken) in English and Mandarin 
  • BA/BSc degree in Computer Science, Computer Engineering or equivalent 
  • Good working understanding of Kingstar’s Market Risk & Stress Testing modules 
  • Knowledge of VaR, Stress tests and other risk calculations 
  • Familiarity with Time Series 
  • Financial background or knowledge 
  • Significant experience of overall software development work 
  • Significant programming experience with object-oriented languages 
  • Experience with SQL, database design and query optimization 
  • Demonstrated application design, analysis, development and testing experience 
  • Strong analytical/problem solving skills – the ability to think out of the box to provide creative solutions to technology challenges 
  • Excellent communication skills and the ability to work successfully in a cross-functional environment 
  • Strong team working skills 
  • Must be a self-starter with the ability to work independently and to work on projects with minimal direct supervision 
  • Must be passionate about delivering robust software that meets quality, product and project requirements 
  • Openness to new software systems and development practices 

Desirable criteria:
  • Significant programming experience with Python 
  • Experience building large, scalable frameworks 
  • Experience using Agile methodologies, test-driven development and continuous integration 
  • Experience with distributed compute infrastructures 
  • Experience with big data technologies 
  • Experience in developing and/or supporting 24/7 mission-critical applications 

About Company

Thakral One Solutions Private Limited