You will be joining the CIB Strats team to support the development and implementation of the platform underlying the strategic intraday and end-of-day pricing, eTrading, risk and P&L platform for the Debt businesses.
Front Office Strats Platform Architecture Strats
Analytics and technology are seen as central to the Corporate and Investment Bank (CIB) business, and not as support functions. CIB Strats function combines expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
You will be joining the CIB Strats team to support the development and implementation of the platform underlying the strategic intraday and end-of-day pricing, eTrading, risk and P&L platform for the Debt businesses. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity. The responsibilities include the in-house grid orchestration system, delivery of data both real-time and end-of-day, automated test environment and delivery mechanism for software from and agile SDLC.
- Improve the coverage and automation of the risk calculation and propagation system.
- Implementing the new automated testing and controls across the Strat codebase.
- Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms.
Skills & Qualifications:
- Strong computing and programming (coding) skills utilising either C++, Java or Python.
- A good understanding of platform architecture and best practice for software development, testing and delivery.
- Experience of developing and maintaining banking applications which include a mix of C++, Java and Python.
- Strong experience of some of the infrastructure and database technologies used in banking technologies such as MariaDB, KDB, LBM or Tibco.
- Relevant education such as a degree in a relevant subject such as Computer Science, Engineering, Finance, Maths, Physics, Statistics.
- The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills.
- A team player with strong interpersonal skills, leadership skills and multi-cultural understanding.
- Able to multi-task different projects and prioritise against tight deadlines.