Derivative Application Support (Securities/ Up to 70k)

Job Responsibilities

• Support and develop derivative products and their underlyers on its derivatives booking system, providing comprehensive support to ensure seamless functionality.
• Automate and manage the entire lifecycle of derivative trades, including valuation, sales, trading, booking, settlement, lifecycle management, position-keeping, PnL calculation, and risk management, to streamline processes and enhance efficiency.
• Design robust software solutions to seamlessly integrate with internal back-end systems, ensuring reliable and efficient functionality.
• Diagnose and resolve production errors by performing root cause analysis, ensuring minimal downtime and maintaining system integrity.
• Build and maintain strong partnerships with all stakeholders, including sales & trading, structurers, compliance, operations, product control, finance, internal audit, IT, and vendors, fostering effective communication and collaboration.

Requirements

• Minimum of 5 years of experience as a Derivatives Engineer or in a similar software engineering role, with a focus on trading and processing derivative products in FICC, Equity Derivatives, and structured products.
• Good knowledge in swaps, structured notes, repos, equity synthetic PB, ABS, and other delta-1 products.
• Proficiency in JavaScript, Python, and VBA.
• Strong knowledge of databases and SQL, with experience in relevant database systems.
• Experience supporting and programming PRMS (portfolio and risk management system) like Imagine (or Murex) for pricing, trading, and processing derivatives.
• Experience in front-to-back flows, covering the entire lifecycle of a trade, including sales, pricing, trade execution, booking, confirmation, settlement, compliance, product control, and regulatory reporting.
• Bachelor's degree or higher in Computer Science, Engineering, Applied Math, or a related technical field.
• Strong communication and interpersonal skills, with the ability to articulate technical concepts clearly to business users.
• Excellent command of written and spoken English and Chinese. Proficiency in Putonghua is required.
• Ability to thrive in a fast-paced, results-oriented environment.
• Demonstrated team spirit and collaborative approach.