Job Title:  Software Engineer

Job Code:  12021
Country:  CN
City:  Shanghai
Skill Category:  IT\Technology
Description: 

Team Overview:

 

The Risk engine group is responsible for design, development and level 3 support for the risk calculation engines within the Risk & Capital Technology group. This group is primarily focussed on the calculation, aggregation and reporting of the risk analytics across market and counterparty credit risk.

 

Role / Principal Accountabilities:

 

Development of various modules and models involved in the Market and Credit risk projects.

Work with Risk management, Risk quants and methodology team to understand the business requirements and work towards robust and scalable application design.

Articulate technical design & solutions internal team and to non-technical / business users.

Ownership of project work during difference phases from initiation, development, unit testing to QA, UAT, Staging and Production.

Profiling of current application, new changes and identify areas of performance improvement and memory optimization.

Writing Unit test cases (JUnit), documenting technical design and other operational procedures [sharepoint].

 

Minimum Qualifications:

  • Expert knowledge and a minimum of 2 years’ commercial experience as a Java/Python developer.
  • Good understanding in concurrency / threading, profiling, memory footprint.
  • Able to troubleshoot problems in multiple environments in a stack with diverse technology.
  • Strong technical and analytical skills.
  • Excellent communication skills, ability to multi-task, and work towards tight deadlines. 

Preferred Skills

  • Experience working in Capital markets and understanding of various financial products / asset classes.
  • Capital markets, Market & Credit Risk experience.
  • Knowledge and experience working with vendor-based big data products such as Dremio, MinIO, Apache Hadoop, Spark etc..
  • Knowledge and experience working in Python using scientific and data analysis libraries.
  • Distributed systems, experience handling & processing of large scale data
    (Trades, risk and market data etc).
  • Experience with in-memory cache (in-house built) or vendor-based products.
  • Knowledge of developing and deploying application on public cloud infrastructure.