Quant Developer - Banking

Cross asset product knowledge including understanding of XVA framework (CVA, FVA, RWA, or KVA) and other aspects of counterparty credit risk management would be greatly advantageous. The role also requires strong technical skills in one or more of C++, C# or Java technologies. Understanding of design and implementation of distributed systems, multi-tier architecture, grid computing and software development lifecycle and processes involved (e.g. testing, code reviews) is also required. 

- Interest Rate

- FX

- Commodity

- Credit derivatives

The role will also include (a) Involvement in Sky application re-design/optimization and application transformation projects, (b) Automation of functional and integration testing (c) Making existing application components Cloud ready (d) Release, build and deployment process management and improvement (e) 3rd Level of support for Sky application.

Your key priorities and responsibilities include:

- Develop a strong working relationship with different stakeholders

- Be a strong team player and develop a strong relationship with members of the Quant team

- Be willing to take responsibility for meeting the needs of the team.

- Alignment and adherence with Global Markets trading mandates, governance policies, processes and standards and with external regulatory requirements.