Equity Derivatives Risk and Lifecycle Front Office Developer

  • Negotiable
  • Beijing, Beijing Shi, China
  • Permanent, Full time
  • 中国国际金融股份有限公司
  • 15 Aug 17

Equity Derivatives Risk and Lifecycle Front Office Developer of EQ in Beijing

Job Description:

As part of equity derivatives team, the candidate’s main job is to work closely with quants and traders to develop and support pricing engine, risk analysis application and parameter database. In addition, as liaison to middle/back offices and as developer, the candidate will heavily involve in projects related to Trade Capture, Lifecycle and STP. The job duties associated with this role may be expected to include, but not limited to:

  • Work with quants and traders to design and develop next generation of pricing engine, risk analysis application and parameter database for listed and OTC derivatives;
  • Assist in valuation of vanilla option and structured product portfolios, analyze and optimize performance of intra-day and end of day risk computation;
  • Manage end-of-day marking and market data management, feed all required data to appropriate downstream systems;
  • Provide support for the valuation systems, resolve production issues in a timely manner;
  • Liaise with IT, Risk Management, Finance Control, Treasury, Operations department, in order to deliver solutions to complex problems in relation to the trade capture and lifecycle;
  • Work alongside with front and back office, especially IT, to set architectural direction for trade capture, lifecycle platforms;
  • Participate in the strategic development, enhancement, fixes and support of trade capture, lifecycle platforms to achieve high level of straight-through-processing and efficiency as part of wider program to re-engineer current platform.

 

Knowledge

  • Experience in financial derivatives with strong background in the information technology field.
  • Knowledge of the assessment and implementation of business processes, process improvement, product development, and strategic initiatives.
  • Experience in full lifecycle development.
  • Object-oriented design and implementation.

 

Skills and Abilities

  • Excellent problem solving and analytical skills.
  • Dynamic, detail oriented, fast learning capacity and able to work in a high pressure environment.
  • Ability to work on different subject matter simultaneously.
  • Familiarity with the trading, operations, risk management, documentation, settlement and reporting processes at a sell-side firm or bank.

 

Qualifications

  • Undergraduate/Graduate degree in Computer Science, Software Engineering, Electronic Engineering, Physics or Mathematics;
  • 2+ years’ experience in derivatives risk analysis application development or lifecycle platform design.