Vice President, Software Developer (C++, Scala, or Java)

  • Very attractive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Robert Walters Hong Kong
  • 06 Apr 18 2018-04-06

Seeking a hands-on Vp-level developer to join a leading financial institution. Must be expert in either C++, Scala, or Java. The role is to help develop next generation risk and trading systems to achieve the business goals.

Description
Seeking a hands-on developer within the Interest Rate Derivatives Technology group. The team works closely with Interest Rates Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals.

Key Responsibilities:
- Develop high speed and large scale real-time calculations for flow products
- Develop large scale distributed systems to compute and report intra-day and eod-of-day risks, scenarios, and PnL for both flow and structured products
- Provide IT coverage for Macro business in Non-Japan Asia, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department
- Integrate mathematical financial models into the risk system for a wide range of products, like bonds, futures, interest rate swaps, inflation products, options, hybrid products and structured notes
- Develop tools for salespeople and traders to keep ahead of the market
- Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes
- Migrate portfolio from legacy systems to our new proprietary cross-asset risk calculation syste

Qualifications
Basic Qualifications
- Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline
- Experience in medium to large scale server side multi-threaded, distributed applications
- In-depth knowledge of one of the modern programming languages like Java, C++ 11 or higher, and Scala, but not limited to those languages only
- Strong software engineering, analytical and problem solving skills
- Strong interest in learning about the financial markets
- Excellent written and verbal communication skills including experience speaking to technical and business colleagues and working globally

Preferred Qualifications
- Knowledge of fixed income market, financial models, and risk management
- Experience in financial risk calculation and management system or trading tools development
- Experience in distributed computing or cloud computing, Java/Scala performance tuning
- Full Stack development programming experience
- Understand DevOps and Continuous Development Principles