Quartz developer

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Bank Of America / Merrill Lynch
  • 27 Sep 16

Quartz developer

Job Description:
We are looking for a senior developer to be involved in the green field development effort for the Emerging Markets business where the group has been tasked with building the next generation Risk and PL analytics platform delivered through Quartz framework. The team, while having a global presence, requires experienced, dedicated developers to ensure the APAC regional trade population is correctly priced, by investigating and fixing deal model and analytics while catering for EM market complexities. Developers are responsible for partnering closely with other technology teams and business users to shape the design of the next generation risk and work flow platform, and to explain and reconcile difference in Risk and PL metrics to the business stakeholders. The successful candidate will be involved in all stages of the software development life cycle and will have daily interaction with traders/quants and support functions.

As a Quartz developer, you will be mainly develop in python and the responsibilities will include:

  • Contribute to critical Quartz initiative (CPRT/IMM/OPAL Risks And PL)
  • Adoption of Quartz for Front Office Use
  • Modification to legacy platforms like RV2 to align them to standard models mandated by global quant research and analytics groups
  • Application programming/Business analysis and pricing models
  • Reconciliation of Remote risk population against legacy production risk
  • Development of tools or aligning the data extracts to be presentable in legacy GUI and working at the same time to contribute into next generation GUI development effort
  • Migration of downstream local country feeds to source the data from Quartz repositories
  • Enhance core framework to improve Risk/PL stability and operational efficiency

Essential Skills and Background
  • Python is the language of choice (Quartz) but we will consider candidates with very strong experience in C++/C/Java
  • 10+ years of experience in a role involved in design/development/support of trading platforms or risk management systems
  • Computer science/Core Science/Electrical or equivalent engineering degree
  • Very strong analytical and problem solving skills
  • Good experience in writing better code, understanding performance and use of right algorithms
  • Very good people skills to navigate through regional/local/global people dynamics
  • Liaise with regional and global counterparts (both biz and tech) to plan, design technology architecture to execute on Quartz global strategy
  • Organization skills and business language communication skills

Nice to have

  • Experience in financial industry (Asset classes like Fixed income or Equities)
  • Quantitative analytical skills and working knowledge towards derivatives / financial products
  • Front office experience and understanding of Risk/PL

Posting Date: 12/08/2016
Location: Hong Kong - Hong Kong

Full / Part-time: Full time