Financial Experience is must
Client Location: Houston, TX
Expected Duration: ASAP
Anticipated Start Date: ASAP
Job Description:
"On the risk management side, one of our greatest engineering challenges is the amount of computational effort required to continuously generate millions of risk sensitivities per hour in real-time.
Key Responsibilities
• BAU (Business As Usual Support): Interact with stakeholders such as traders, finance, business unit managers for day-to-day support including enhancements, analyzing the issues reported in detail and addressing/resolving the issues by identifying the root cause and remediating the same. In doing so, provide feedback to the development team of any shortcomings, enhancement requests from the stakeholders.
• Services Development and maintenance: Design and develop and maintain high performing and fault tolerant C#/.NET and Python services in order to deliver seamless user experience for the users.
• Collaboration with internal technology teams: Collaborate with Markets Quantitative Analytics (MQA) team who develop analytics pricing models to best integrate with the Risk Platform and with Commodities Market Data (CMD) team who are golden source of all the market data used for Risk computation.
Experience / Background
• Solid Commodities Risk background, experience with interacting with the trading desks and capability to analyze and address immediate issues, queries.
• 10+ years of proven hands-on experience with C#, SQL Server and Python, preferably with multi-threading. This experience needs to be recent/current. Capability to write code using RAD (Rapid Application Development) to analyze, troubleshoot prod issues.
• Strong problem-solving skills and ability to troubleshoot complex system and application issues.
Preferred Skills
• Commodities risk and PnL background with different commodities assets such as Crude Oil, Natural Gas, Power etc. know-how of various risk greeks and PnL Explains, understanding of various types of trades (Options, Features, etc) and market data (curves, fixings/settlements, etc) with respect to commodities business.
• Experience with C#, SQL Server, Python on Services development preferably with distributed services architecture.
• Experience with Microsoft Orleans Framework - Preferable
• Experience in a Continuous Integration / Continuous Delivery and Automated Deployment environment with tools such as Jenkins, OpenShift/Lightspeed, TeamCity, uDeploy."