Programmer Analyst

Responsibilities

As 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 applications
• Ensure 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 deliveries
• Actively 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 required

GBSU/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.

COMPETENCIES

REQUIRED:

• Knowledge in Finance, especially market risks process and fixed income products
• Understanding of agile development practices 
• Ability to work with tight deadlines and work under pressure
• Ability to troubleshoot complex issues and work in a multitasking environment
• Strong written & verbal communication skills 
• Collaboration and team spirit
• Bachelor Degree in computer science, engineering, or equivalent job experience

TECHNICAL SKILLS

REQUIRED :

• Strong technical skills in .Net C#
• Thorough knowledge of object-oriented programming
• Experience working with fixed income products, particularly interest rate swaps and futures. 
• Experience working with oracle and Mysql
• Experience working in a team environment using GitHub and GitHub Copilot to streamline development workflow

PRIOR WORK EXPERIENCE

REQUIRED:

• At least 2 years of Market Risk and PnL experience at a large bank or Insurance

EDUCATION
REQUIRED:

• Bachelor’s degree in computer science, engineering, or equivalent job experience
• Quantitative knowledge is a plus•    

LANGUAGES

REQUIRED:

• Fluent in English