- Application Development
- Equity Derivatives
- Risk Reporting
VP - Senior Equity Derivatives Risk KDB Developer
Location: APAC-HKG-Hong Kong-Hong Kong
This is a Senior KDB developer/architect role for the Equity Derivatives - Risk Delivery group. Explore a unique and exciting opportunity to work on cutting edge technology and be a part of the transformation within Equity Derivatives as the group rebuilds the entire technology stack servicing the business. This is a high growth opportunity within a global team to build a new real time portfolio risk, analytics and PNL reporting platform. The platform aims to transform how real time and end of day risk and PNL reporting is managed by the Equities Derivatives desk using next generation technologies like In-Memory databases (KDB) for real time analytics, as well as building flexible UI frameworks (WPF) and tools for dynamic and responsive front end reporting. The role has considerable exposure to the business, with a unique opportunity to understand all aspects of options trading, pricing and analytics. This particular role will be responsible for architecting the next generation centralized KDB backend piece where all of the final Risk and P&L report generations as well as custom client aggregations take place. The system will serve hundreds of users globally handling various requests ranging from simple position reports, to custom aggregations, stress reports, as well as end of day flash process. The candidate will also be responsible for handling the BAU workload of the existing legacy system’s KDB services and will need to have some understanding of core concepts such as P&L attribution and risk reporting.
- Expert in KDB
- Experience designing distributed and scalable KDB systems
- Highly familiar with ticker plant architecture, historical databases
- Deep understanding of multi-threaded and asynchronous application development
- Adapt quickly, come up with innovative and creative solutions with a knack for problem solving to meet the technical challenges and complex business requirements.
- Should have experience working at a bank in a similar setting.
- Have some knowledge of equity derivatives fundamentals
- Be comfortable with defining data models where the performance and scalability are top priorities
- Bachelor's Degree in Computer Science/Mathematics/Economics
- Minimum of 10 years of experience building KDB services at the enterprise level
- Background developing complex systems in financial industry
|Career Level||Lead (more than 10 years)|