We are looking for Software Developer Quant - C# Global Markets Technology) on a 12-month extendable contract role to start with.
Description:
- Enhance the infrastructure and code quality of the valuation framework and systems
- Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
- Fix valuation issues in the code.
- Implement FRTB for Credit line of business
- Liaise with global counterparts on projects and issues that affect APAC region.
- Provide holiday support coverage occasionally.
Requirements:
- Minimum 8 year of developer experience with strong knowledge on Python, object-oriented programing language e.g. C#, WPF, Java.
- Strong object-oriented concepts and experience in large-scale enterprise development.
- Strong problem-solving skills.
- Good knowledge of Microsoft SQL Server, database programming.
- Good understanding on valuation of financial products, including risk sensitivities and PnL calculation preferred.
- Knowledge of Fixed Income Credit and Loan Products preferred.
- Good quantitative background preferred.
- Team collaboration
Argyll Scott Consulting Pte Ltd
