FICC: Assistant Vice President / Vice President, Senior Product Developer, Global Markets Technology

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Bank Of America / Merrill Lynch
  • 22 Apr 18 2018-04-22

FICC: Assistant Vice President / Vice President, Senior Product Developer, Global Markets Technology


About Bank of America Merrill Lynch:
Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 40 countries. In the U.S alone, we serve almost all Fortune 500 companies and approximately 59 million consumers and small-business customers. We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.

Connecting Asia Pacific to the World
Our Asia Pacific team is spread across 23 offices in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities. Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region's leading financial services companies.

Bank of America Merrill Lynch is committed to attracting, recruiting and retaining top diverse talent from across the globe. Our diversity and inclusion mission is to actively promote an inclusive work environment where all employees have the opportunity to achieve personal success and contribute to the growth of our business. Each of our global Employee Networks bring together employees, create dialogue and awareness in support of our Diversity and Inclusion mission.

Bank of America Merrill Lynch is an equal opportunities employer.

Position Description
Background: Day-to-day interaction with various business partners (Front Office Traders, Market Risk Managers, Business Supervision Officers, Finance and Trade Control) across Asia Pac region on Product Risk valuation support, and development requests. Opportunity to collaborate with Global Technology team to participate in a major global initiative on retiring existing Risk Valuation Engine into Global Markets Strategic platform (Quartz).

Key Responsibilities

  • Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
  • Fix valuation issues in the code.
  • Analyze model, trade data, and market data to tie out the valuation difference between legacy valuation system and Quartz valuation.
  • Resolve analytical issue regarding both End of Day and Intraday PV, Risk and PnL, raised by different users, including Front Office Traders, Market Risk Managers, Business Supervision Officers, Finance and Trade Control etc.
  • Liaise with global counterparts on projects and issues that affect APAC region.
  • Provide holiday support coverage occasionally.

Key Requirements
  • Strong knowledge on Python, object oriented programing language e.g. C#, WPF, Java.
  • Strong object-oriented concepts and experience in large-scale enterprise development.
  • Strong problem solving skills.
  • Good knowledge of Microsoft SQL Server, database programming.
  • Good understanding on valuation of financial products, including risk sensitivities and PnL calculation. Knowledge of Fixed Income Credit and Loan Products preferred.
  • Good quantitative background preferred

Posting Date: 12/04/2018
Location:
Hong Kong, , 2 QUEEN'S RD ,
- Hong Kong

Full / Part-time: Full time
Hours Per Week: 40