Full Job Description
ResponsibilitiesAs a real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI, you will meet the needs of our traders in the fixed income markets. Your daily mission includes:Build, troubleshoot, and support in C#/.Net for various Front Office business applicationsEnsure the Real-Time indicators (PnL, Risks) produced by the Risk Engine gives the traders the most accurate and timely market position. Research production issues, including Analysis of the Greeks; PnL; and explanations of sensitivities Work closely with the front-office, RISQ and ARD department to design, implement and ensure timely deliveriesActively participate in the LATAM push to Global tool.Proactively perform code testing and UAT directly with traders prior to release.Provide follow the sun for Asia to ensure smooth market open.Reinforce Agile and CI/CD methodologies for production stability and follow release management / change management processes. Responsible for the 1st and 2nd level of support.Interact with the other members of the RT Chapter to build the target vision of the chain including progressive decommissioning of the Excel tools, implementation of the One Target user-interface. Strong collaboration with key stakeholders requiring functional and technical skills across all products and systems.Profile requiredGBSU/PRE/CFI provides to our partners two Fixed Income market risk calculators: RiskOne for the vanilla products and Highway for the Exotic world.RiskOne RT is the real-time risk analysis and valuation engine for fixed income, and foreign exchange.Great Server, GROS, DARIUS and Mercury are the main downstream applications offering the sensis, PnL figures for analysis and assist traders to manage their positions on daily basis.COMPETENCIESREQUIRED:Knowledge in Finance, especially market risks process and fixed income productsUnderstanding of agile development practices Ability to work with tight deadlines and work under pressureAbility to troubleshoot complex issues and work in a multitasking environmentStrong written & verbal communication skills Collaboration and team spiritBachelor Degree in computer science, engineering, or equivalent job experienceTECHNICAL SKILLSREQUIRED :Strong technical skills in .Net C#Thorough knowledge of object-oriented programmingExperience working with fixed income products, particularly interest rate swaps and futures. Experience working with oracle and MysqlExperience working in a team environment using GitHub and GitHub Copilot to streamline development workflowPRIOR WORK EXPERIENCEREQUIRED:At least 2 years of Market Risk and PnL experience at a large bank or InsuranceEDUCATIONREQUIRED:Bachelor's degree in computer science, engineering, or equivalent job experienceQuantitative knowledge is a plus• LANGUAGESREQUIRED:Fluent in English COMPENSATION:Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.