Previous Job
Previous
VBA/Excel Risk Developer - Contract
Ref No.: 19-00243
Location: New York, New York
Job Description:

In the role of Interest Rate Derivative Trading Development/Support, this team member will be responsible for supporting and enhancing trading risk and pricing systems, whilst working closely with traders.

Responsibilities:
  • Ensure risk delivery to Interest rates flow, options and mbs trading desks.
  • Assist traders with risk and pnl matter in day-to-day routines
  • Design & implement enhancements in a demanding, fast-paced environment
  • Enhance trading risk management, pnl explain and other spreadsheets
  • Become familiar with the bank pricing analytics library
  • Interface with business users and subject matter experts to define requirements and refine the details necessary for modifications to pricing and risk generation platform
  • Maintain NY IRG Risk production and Risk delivery platforms by rolling out in-house pricing and risk generation and risk delivery software
  • Liaise with global application development and support teams and local infrastructure teams
  • Troubleshoot and resolve application production support issues
  • Communicate status and report issues to the team leader

Qualifications:
  • 1-2 years' experience in Front Office Support/Rapid Development preferred
  • Familiarity with Fixed Income Trading, Pricing, and Risk Management concepts
  • Ability to multitask and prioritize tasks according to changing business needs
  • Proactive team player with a "can-do attitude
  • Problem solving skills and Attention to detail
  • Excellent troubleshooting and debugging skills
  • Excellent knowledge of Excel/VBA 2010
  • Knowledge of scripting language Python and sql useful.
  • Excellent oral and written communication skills

Education:
  • Degree in Financial Engineering or CFA preferred