Senior market risk developer

Background:

The Group is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that…Background:

The Group is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals

We conduct our business in increasingly complex markets. Our people must continually find new ways to provide access to capital, manage risk and provide investment opportunities for our clients to enable them to realize their goals. We judge ourselves on our ability to help clients anticipate and respond to changing market conditions and to create opportunities that merit the trust they place in us.

The role:

The Market Risk Management & Analysis (MRMA) group is responsible for calculating, for all trading desks and all financial products globally, the Firm`s trading risks arising from market factors. These calculations are analyzed and reported to a variety of audiences, including trading desks themselves, as well as senior management of the Firm, and external regulators. MRMA interacts closely with trading desks for the production of these calculations, as position information, market sensitivities, and pricing calculators are shared between the front office and MRMA.

Work with Market Risk Analysis, Risk Modeling, Corporate Risk and Derivatives Analysis groups within MRMA to develop models and systems for calculating, analyzing, and reporting the Firm`s trading risks. Responsibilities would span full life cycle of development, from initial analysis and requirements gathering with users, through design, development, testing, release and support.

Candidates will have extensive interaction with risk analysts, quantitative analysts, and front office technologists and strategists. High profile and mission critical projects will require candidates to become familiar with the underlying businesses and product lines we support, as well as our coding and design standards.

Ideal Profile:

• Expertise and professional experience in at least one of Java or C++
• Significant knowledge of relational database technologies such as Sybase or DB2
• Willingness to embrace a sophisticated proprietary development language (SecDB and Slang)
• Track record of technical excellence with an emphasis on quality and focus on testing and continuous improvements
• Demonstrate strong problem solving & analytical skills
• Working knowledge and proficiency in software engineering principles applicable to large-scale systems, backed up by real-project implementation experience
• Be hands-on and take ownership of issues to ensure follow-through
• Have strong communication skills and feel comfortable working in a global team that both welcomes and challenges new ideas
• Have experience of partnering with clients to deliver benefits to the business
• Have knowledge of some area of trading, and basic familiarity with one or more categories of financial instruments
• Strong desire to learn about portfolio risk techniques

Knowledge of portfolio risk techniques (value at risk, stress testing, scenario analysis, risk attribution, etc.)

All applications to risk@selbyjennings.com

Type: Full-time

Location: Hong Kong

Category: Risk Jobs

Apply Email: risk@selbyjennings.com