Software engineer-Python

Job Duties:

· You will be a strong developer joining a bank's Fixed Income FICC Risk technology team. You will be working within an Agile team, writing requirements and specifications, developing strategic risk management tools and maintaining existing code for the FICC businesses.

· Primary role will be on to build and enhance curve building tools in the bank. You will also be involved in migrating businesses from multiple legacy risk platforms to the new Strategic Risk management platform which is revolutionizing the way Global Markets does business at Bank. This will be also driven by the Industry requirement on LIBOR cessation.

· You may also be involved in developing tools for intra-day risk calculations. This will involve in building the code from scratch, working with front office to understand requirements, strong product and risk knowledge, overall being an architect The code is written in Python leveraging an internally developed framework that supports an internal IDE for developers and offers various foundational components such as messaging, grid computing and true object oriented database for building high quality applications.

· As the successful applicant you will be responsible for supporting modern agile software development methods; including educating & mentoring less experienced OOP team members.

· Overall the work will be flexible based on client requirements.

Skills Required

• · Excellent hands-on development experience on Python with additional understanding on any other OO tec0hnology

• · Deep Understanding of FX, Rates and other Fixed Income products (FX Spot/Fwds, Options, etc.) in terms of risk and Pnl attribution

• · Working Experience on Yield Curve generation, bootstrapping.

• · Experience on participating in end-to-end development lifecycle in a rigorous test driven software development environment

• · Experience on developing and delivering scalable applications

• · Experience in understanding of Intraday risk and various reports required

• · Excellent communication skills

• Very desirable

• · Follows clean code principles

• · Experience of Agile methods

• Qualification:

• Master in software engineering , additional qualification in Finance is desirable, FRM, CFA again desirable

• Reference: 19-01336