Mid-Level
As a real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI, you will meet the needs of traders in the fixed income markets. Your daily mission includes:
Build, troubleshoot, and support in C#/.Net for various Front Office business applications
Ensure the Real-Time indicators (PnL, Risks) produced by the Risk Engine gives the traders the most accurate and timely market position.
Research production issues, including Analysis of the Greeks; PnL; and explanations of sensitivities
Work closely with the front-office, RISQ and ARD department to design, implement and ensure timely deliveries
Actively participate in the LATAM push to Global tool.
Proactively perform code testing and UAT directly with traders prior to release
Provide follow the sun for Asia to ensure smooth market open
Reinforce Agile and CI/CD methodologies for production stability and follow release management / change management processes.
Responsible for the 1st and 2nd level of support
Interact with the other members of the RT Chapter to build the target vision of the chain including progressive decommissioning of the Excel tools, implementation of the One Target user-interface.
Strong collaboration with key stakeholders requiring functional and technical skills across all products and systems.
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