Leading Investment Bank - Senior Python Front Office Developer | HK Talent Engage

Job description

Requirements:

• Hold a Bachelor's, Master's, or Ph.D. in Mathematics, Statistics, Computer Science, or Finance.
• Have 2-5 years of experience in developing distributed systems.
• Possess a solid understanding of factor models, Barra models, and market risk models.
• Be proficient in technologies such as Linux, NumPy, Pandas, SQL, Redis, and Docker.
• Demonstrate expertise in technology infrastructure and automation.

Essential Qualifications:

• Strong command of Python; familiarity with asynchronous Python is a plus.
• A minimum of 5 years of experience in risk-oriented software development, preferably within a front-office or trading role at buy-side firms.
• Experience with risk management vendor systems, particularly RiskMetrics and RiskVal.
• Comprehensive knowledge of financial instruments and derivatives, including futures, swaps, forwards, and options.

Role Responsibilities:

• Design and enhance tools for risk management and portfolio optimization to support diverse trading strategies.
• Develop and implement risk models, such as factor models and market risk models.
• Establish automated reconciliation and alert systems to strengthen risk management processes.
• Collaborate with market risk teams and quantitative teams to refine pricing and risk libraries.