Counterparty Credit Risk Developer - AVP

Counterparty Credit Risk Developer – AVP

Demonstrative experience of programming in Python.
Experience in systems analysis and programming of software applications.
Proficiency with UNIX shell scripting (bash, ksh etc).
Proficiency with version control software like Git.
Experience in CI/CD pipeline technologies like Jenkins.
Outstanding analytical and problem-solving skills.
Thorough and detailed approach to accuracy is essential.
Excellent verbal and written English.
Ability to collaborate well working within a large team of developers.
Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements.
Ability to take ownership and proactively follow up on issues.

Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries.
Supporting and improving CI/CD (build, testing and release management).
Contributing to the codebase to optimize performance and consolidate the workflow across asset classes.
Extending existing test suites, including unit, regression, and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs.
Working on documentation.
Working with Front Office Quant and Technology teams to integrate model updates and technological enhancements into the application.
Utilizing in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process, system process, and industry standards, and make evaluative judgement.
Serving as advisor or coach to new or lower-level analysts.
Exercising independence of judgement and autonomy.
Acting as SME to senior stakeholders and /or other team members.

No preferred qualifications provided.