Description

Develop and implement valuation and pricing processes for Treasury and Risk functions on a massively parallel Linux cluster.

This role is on-site.

Responsibilities

• Write production code for critical valuation processes including NI, EVE, AFS Hedge valuation, and Volcker Reporting.
• Develop analytics for Intraday Liquidity and Balance Sheet Management.
• Solve complex market data problems in a time-sensitive environment.
• Deliver technical solutions independently or within a team.

Required Skills

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

Preferred Skills

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

Key Skills

Education

Any Graduate