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Python Developer / Risk Strategist (Front Office Risk Systems)

VitolGeneva, Geneva, Switzerland

Vor 27 Tagen

Stellenbeschreibung

Job Description

In order to better equip the front office teams, we are developing a new valuation and risk engine within this CTRM. We are looking for strong Python developers with an affinity for risk modelling and quantitative finance.

As a core member of the Risk & PnL team building the new risk engine, you will :

Leverage core components of the new risk engine, and other parts of the CTRM to produce the reports, tools and functionalities required by the business
Explore functional designs with the rest of the Dev team and with the business, translate them into technical designs and implement them in short development cycles
You will need to gain a deep understanding of our trading business, specifically deal structures and risk management concepts

As a Risk Strat you will be at the crossroads of the development of this new valuation and risk engine, facing both business priorities and technical challenges. You will often face ambiguous problems requiring you to define not only the answer but also the question.

Qualifications

What you need to bring

Python : 3+ years developing with Python on enterprise-level solutions. Demonstrated experience in the development of robust, maintainable and extensible Python code

C++ : Some professional C++ development experience

University degree (Bachelor or Master) in Computer Science, Financial Engineering, or equivalent

Entrepreneurial drive, ability to work independently as well as in a team

Excellent communication and interpersonal skills. Full proficiency communicating in English in a business context (verbal & written)

Additional Information

Qualifications that will help you stand out

Some experience with derivative risk concepts including option pricing and Greek risk measures, ideally in Commodities

Some experience with PL / SQL (preferred) or a similar procedural DB programming language (e.g. T-SQL)

Some experience in developing UIs in React