Description

You will develop and implement valuation and pricing processes for Treasury and Risk functions on a massively parallel Linux cluster. You own the delivery of critical valuation analytics and reporting solutions.

Responsibilities

• Write production code for critical valuation processes including NI, EVE, AF S Hedge valuation, and Volcker Reporting.
• Develop analytics for Intraday Liquidity, Balance Sheet Management, and other Risk functions.
• Solve complex problems involving market data in a time-sensitive, market-driven environment.
• Manage multiple priorities and deliver technical solutions independently or within a team.

Required Skills

• 5+ years of professional experience.
• Computer Science degree or equivalent work experience.
• Proficiency in Python, Perl, Lua, and SQL.
• Hands-on experience working in UNIX/Linux environments.
• Experience with databases.
• Proficiency with source code and version control systems such as Git or SVN.
• Strong analytical and critical thinking skills.

Preferred Skills

• Understanding of economics, financial markets, and Mortgages.
• Experience with Business Intelligence tools like Tableau for data visualization.

Key Skills

Education

Any Graduate