• Develop large-scale distributed systems to compute and report intra-day and end-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department;
• Work on a project to redesign pricing and workflow applications for salespeople and traders to keep ahead of the market;
• Work on a project to redesign Front to Back risk scenario infrastructure for our partner’s project to revamp the market data and marking system in strategic cross-asset platform;
• Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes;
• Provide IT coverage for Macro business in EMEA, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department;

Requirements

• Strong academic record with Bachelor's level or above in a computational field like ...