Fixed Income Risk System Developer- Scala (GYTM)
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Description
- Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department;
- Greenfield project to redesign pricing and workflow applications for salespeople and traders to keep ahead of the market;
- Greenfield project to redesign Front to Back risk scenario infrastructure for Fundamental Review of the Trading Book
- Greenfield project to revamp the market data and marking system in strategic cross-asset platform
- Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes;
- Provide IT coverage for Macro business in EMEA, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department; We serve not only internal clients in the region but also act as a technology provider to global Interest Rate trading desks. The role requires someone who is self-motivated, quick learning, can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful delivery of the solution.
- Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline
- Strong software engineering, analytical and problem-solving skills
- Good written and verbal communication skills
- 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 in HTML5/AngularJS, C++ and APL (Array-Programming Language) like KDB/Q
- Understand DevOps and Continuous Development Principles
- Candidate needs to be to be currently eligible to work in Hungary
- Confident English
- hybrid work
- competitive salary