AVP/VP, Front-Office Quantitative Developer, Global Treasury - Trading

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

Global Treasury (GT) aims to be the centre of excellence for Asian financial products. Our market dominance is demonstrated by the numerous accolades we have received for product innovation and customer recognition.

Global Treasury covers four key functions:

• Treasury Advisory and Institutional Sales to customers across Asia including corporations, financial institutions, high net worth individuals and retail markets.
• Asset Liability Management to manage FX and IR risks arising from balance sheet activities and provide analytics on liquidity and funding management with the aim to optimise returns on a risk adjusted basis. The business also enhances management of the Bank's balance sheet with active reserve portfolio management and credit investment portfolio management.
• Trading provides competitive pricing and market making to customers and interbank players across FX, fixed income, interest rates, equity and credit derivatives.
• Business Management creates infrastructure and processes to support business growth, with a focus on intra-division risk and compliance management to ensure proper prudent controls.

We are looking for a full stack developer with 7-10 years’ experience in designing and implementing in-house front to back treasury systems to support trading and sales desktop users.

Key Responsibilities:

• Work alongside with sales/traders and quants to maintain, enhance and re-factor the front-to-back solution to support structured product businesses across asset classes, including Equity, FX and Rates.
• Design and build mission critical efficient and robust trading risk solutions, to help with traders to manage positions intraday.
• Design and build scalable Databases to warehouse deals and market data with efficient read/write APIs.
• Bring deep technical knowledge in areas such as parallel programing, event-handling, web service and performance analysis into current framework.
• Provide essential dev or support to in-house eFX system.

Qualifications

The Ideal Candidate will meet the following requirements:

• Familiar with both OO and functional programming paradigms, hands-on with languages like C#, Python, JavaScript etc.
• Sound knowledge on distributed computing, streaming, real time system, asynchronous system, as well as data modelling, API design, UI/UX.
• Working experience in both relational and document databases, and high-availability database system setup and support.
• In-depth knowledge of any web framework (asp.net core, flask, fastapi, deno, Laravel etc)
• Sufficient understanding on financial markets, derivative products pricing, numerical methods in any asset classes (EQ, FX, Rate) is required;
• Willing to take responsibility and work independently on multiple concurrent running projects with efficient time management skill.
• Able to adapt and react to the fast and dynamic front desk environment with excellent communication skills to liaise effectively with traders, quants, IT professionals.
• Strong academic background in computing or quantitative field, post-graduate degree in computer science, engineering or quantitative finance is preferred.

At OCBC, we recognise your drive, passion and talent. We will bring out the best in you and empower you to excel. Fulfil your life goals and career ambitions with us.

*We regret that only shortlisted Candidates will be notified.