Description
The development the IRD Real Time Pricing tools and ultimately integrate them in MAPP (Multi-Asset Pricing Platform)
- The implementation of OIS discounting in the Pricing and Risk Platform
- Financial Product integration with coordination with Quants, MRM and Trading across locations (NY, Sing, Bru).
Hard skills: Multi-threaded core Java development, SQL server, Swing, C++, Grid computing/Datasynapse.
Soft skills: Fast learner, Stress resistant, Flexible mind able to improvise, Independent, Risk management/Trading/Dealing room literate