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