Lead Software Engineer - Rates Risk
Lead Software Engineer - Rates Risk
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Job Description
As a RAD Engineer at JPMorgan Chase within the Rates division you will be contributing to the worlds largest interest rate derivatives franchise. Your responsibilities will encompass the design creation and maintenance of Front Office risk and P&L management tools which are primarily utilized by our Linear interest rates trading business. These tools are predominantly developed in Excel with Athena (Python) real-time Market data and Quant library add-ins. As we transition towards more Athena-based logic your Python scripting expertise will be crucial. In this fast-paced setting your comprehension of interest rates trading and your responsible analytical approach to programming will be instrumental in maintaining our market leadership.
Job responsibilities
- Sit with and facing off to numerous often senior traders who cover the currencies of developed economies.
- Work in the full development life cycle i.e. requirements gathering analysis design implementation support of RAD application portfolio.
- Build relationships with Front Office users Quant Researchers other teams in Rates/Macro Technology and Finance.
- Maintain and enhancing the RAD toolset.
- Analyze challenges facing the business both technical and financial in scope and requiring a thorough understanding of both aspects in order to propose the most appropriate solutions.
- Architect engineer/develop and maintain complex financial calculations and technical solutions for the business and for partners in technology and quantitative research for the toolkit which is used to risk manage understand and predict P&L on complex interest rate risk
- Act as part of the support rota support and debug time-critical issues reported by our partners in the business technology or finance then implement or propose solutions thatensure they do not resurface in the future.
- Work effectively as representative of immediate team as part of ad hoc teams working on larger projects covering changes to such things as regulatory requirements risk management framework and technical systems to ensure the toolkit meets requirements.
Required qualifications capabilities and skills
- Formal training or certification on Financial markets knowledge concepts and proficient advanced experience
- Excel delivery experience
- Python delivery experience
- Adjusts quickly to changing priorities and conditions. Copes effectively with complexity and change. Learns technologies and patterns quickly.
- Good communication relationship-building skills
- Creative problem solver
- Excellent time management
- Ability to work under pressure and to tight deadlines
- Self-starter
- Flexible conscientious professional enthusiastic
Preferred qualifications capabilities and skills
- Interest Rates Derivative knowledge
- Risk and P&L knowledge
- Experience working on trading floor
Employment Type
Full-Time
