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EQD Developer C# AND Equity

EQD Developer C# AND Equity

IO TECH SOLUTIONS LIMITEDHong Kong Island, Hong Kong
2 天前
职位类型
  • Quick Apply
职位描述

Job Description :

  • Redesigning a structured product pricing application to triple the volume.
  • Developing new structured products requested by sales based on the term sheet in the application.
  • Modeling complex financial products in collaboration with quants and traders.
  • Modularizing the application to make it more scalable (API-ization of modules).
  • Integrating data flows and operations into a Front-to-Back system.
  • Optimizing application performance (algorithms, computation time).
  • Collaborating with quant and architecture teams to ensure the scalability and robustness of the application.
  • Technical documentation and technology watch on innovations in structured products and pricing tools.
  • Contributing to the Paris delivery cycle, including Agile iterations, study phases, development, unit testing, regression testing, and production deployment.

Requirements :

  • Demonstrable knowledge of Equity risks and structured products
  • Demonstrable knowledge of pricing techniques : Monte Carlo methods, closed formulas such as Black-Scholes.
  • Competence in .Net, C#, REST Apis, Web services
  • SQL and relational databases
  • Strong software architecture and code optimization skills (multithreading, scalability, memory management).
  • Experience working in Agile and SCRUM
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    Developer • Hong Kong Island, Hong Kong