AVP, Functional Pricing Developer
Location Hong Kong Island
Consultant Heather Granados
Date posted 20 March 201841 Connaught Road Central Hong Kong Robert Walters Hong Kong
Seeking an AVP level developer very skilled in C# and VBA to join a top-tier financial institution.
The APAC Equity Functional Pricing team is highly business focused. Work closely with the Equity Derivative Trading, Structuring, Risk and Quant Research teams to deliver solutions.
- Work closely with Equity Derivative Trading, Structuring, Risk and Quant Research teams to deliver solutions in the Risk and Analytics space, mainly on applications related to risk/pricing
- Enhance the existing pricing tools and prototyping new ideas originating from Trading, Structuring and Quants
- Continue support/development of the existing risk reporting framework
- Willing to learn, with analytic mindset and mathematical background ; strong interpersonal skill
- A bachelor/master degree in Computer Science/Engineering and being Proficiency in C# and VBA programming and understand functional programming language
- Have working experience on Equity related projects
- Pricing and risk knowledge – understanding of the meaning of the input data required by quantitative engines to calculate risk and structure products
- Existing knowledge of in-house Equity Derivatives systems
- Distributed systems knowledge – understanding of where the difficulties and complexities lie in distributed computing.
- Non-relational database knowledge – knowledge of hierarchical/NoSql databases