Derivatives Engineer
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Job Location:
Monthly Salary:
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
Responsibilities
- Design and develop derivative products and their underlyers on GFs derivative systems providing comprehensive support to ensure seamless functionality.
- Automate and manage the entire lifecycle of derivative trades including valuation sales trading booking settlement lifecycle management position-keeping PnL calculation and risk management to streamline processes and enhance efficiency.
- Develop robust software solutions to seamlessly integrate with internal back-end systems ensuring reliable and efficient functionality
- Diagnose and resolve production errors by performing root cause analysis ensuring minimal downtime and maintaining system integrity.
- Build and maintain strong partnerships with all stakeholders including sales & trading structurers compliance operations product control finance internal audit IT and vendors fostering effective communication and collaboration.
Requirements
- Minimum of 5 years of experience as a Derivatives Engineer or in a similar software engineering role with a focus on trading and processing derivative products in FICC Equity Derivatives and structured products.
- Good knowledge in GFs focus areas including TRS structured notes repos equity synthetic PB ABS and other delta-1 products.
- Proficiency in JavaScript Python and VBA
- Strong knowledge of databases and SQL with experience in relevant database systems.
- Experience configuring and programming platforms like IMAGINE for pricing trading and processing derivatives
- Experience in front-to-back flows covering the entire lifecycle of a trade including sales pricing trade execution booking confirmation settlement compliance product control and regulatory reporting
Key Skills
- ASP.NET
- Health Education
- Fashion Designing
- Fiber
- Investigation
