About the role

Credit Risk Software Engineer developing and maintaining XVA simulation applications for financial services. Collaborating with teams across global offices, ensuring software performance, and providing technical support.

Responsibilities

Work as part of the XVA development team to build and maintain the XVA simulation applications, tools, and functions for the XVA desk, trading desk, research department, as well as middle or back office teams across New York, London and Hong Kong offices.
Compile business requirements and translate them into technical specifications for development.
Be responsible for providing the technical vision and strategic oversight in all aspects of software solutions development and support.
Take responsibilities of supporting both the in-house and external software solutions for the daily XVA analysis.
Troubleshoot any issue with the production environment to ensure the solutions meet the SLAs.
Be responsible of implementing robust application functionalities in both in-house and external software solutions to support the XVA desk and other front, middle office's specifications and requirements.
Work collaboratively with business to assist and provide answers to Credit Risk analysis related enquiries.
Keep improving software performance, business processes and operational efficiency.
Conducting studies for the new technology; provide cutting edge development environment.
Take responsibility for mission critical projects and provide technical support of the development environment, architecture, implementation and operations.
Work with business teams, product managers, and other stakeholders to understand business requirements, needs, or process gaps.

Practical work experience involving system architecture and software application and message and data transfer and processing.
Be able to provide implementation on new products as well as troubleshooting on existing model.
Be well-versed in software implementation.
Proficient programming language eg C/C++, Python; ability to automate processes via scripting language(s).
Have a solid background and work experience with mathematical finance and strong analytical and quantitative skills, especially in the financial products, XVA, and credit risks business logic.
Exhibit functional understanding of application development planning processes such as Agile, Scrum, and DevOps and change management and testing procedures.
Strong solid analytical skills for diagnosing and troubleshooting potential system issues; Sharp mind to process solution with quick turn-around.
Show understanding of technical, infrastructure, data, and security requirements of developed solutions and ability to translate into adequate technical specifications and guidelines.
Advanced understanding of current recovery solutions and high availability architectures.
Recommended years of experience: 3