Senior Excel / VBA Developer. Trading Desk.

  • Highly Competitive base + bonus
  • Hong Kong
  • Festanstellung, Vollzeit
  • Pure Hong Kong , EA Lizenz Nr.: 12S5954
  • 23 Okt 18

On behalf of an international financial services client we are seeking a delivery-oriented developer to work directly with very busy trading desks (interest rate swaps, interest rate options, emerging markets, Bonds).

You will be working as part of a global team, responsible for developing and supporting real-time pricing/analytics functionality for traders and for producing prices for external distribution to market data vendors.

You will be partnering with Quants and will require a highly pro-active approach with the ability to liaise with the business to fill in the gaps where more information is required to create/complete tasks using an Agile approach.

 

Requirements:

 

  • Experience of working on a trading desk, producing pricing analytics
  • Excel VBA / C#
  • SQL / Database
  • Good understanding of financial products (rates / FX) and instruments (FRAs, Swaps, Futures, OIS, IMM)
  • Competency in techniques (curve building, bootstrapping) and numerical methods (e.g. interpolation)
  • Business Analysis and requirements capturing skills
  • Understanding of object-oriented (OO) concepts
  • Strong, English language, communication skills
  • Proactive mindset with the ability to create, explain and disseminate solutions

A Bachelor’s degree, or higher, in a computer science / engineering / Mathematics or related degree

Applicants must be currently based in Hong Kong