The Matlen Silver Group - New York, NY
posted 4 months ago
The Capital Market Python Developer position is a critical role within the Intraday Risk Engine team, which is responsible for computing risk metrics, profit and loss explanations, and complex scenarios related to various financial instruments including bonds, credit derivatives, interest rate derivatives, loans, and mortgage derivatives. The outputs generated by this team are essential for traders, risk managers, and middle office personnel, who rely on accurate and timely data to make informed decisions in the fast-paced capital markets environment. The ideal candidate for this position will be a mid to senior level developer with hands-on experience in Python programming, capable of collaborating closely with traders and portfolio strategists to ensure that daily risk calculations are delivered accurately and on schedule. In this role, the developer will also provide business analysis support to various stakeholders, including traders and risk managers. This involves explaining and justifying the risk metrics, profit and loss figures, and general ledger numbers produced by the risk engine. The candidate will assist business teams in planning and executing User Acceptance Testing (UAT) to ensure that the systems meet business requirements and function as intended. Additionally, the developer will work alongside front office quants, risk quants, and model validation teams to support the introduction of new credit derivative products and ensure the accuracy of model valuations as the risk engine is enhanced and improved. The position also requires participation in various initiatives related to retirement, business enablement, and regulatory compliance, collaborating with both business and technology teams. The developer will act as the primary sign-off point for deployment and go-live plans, coordinating efforts between technical and business partners to ensure successful implementation of new features and enhancements.