Equity Derivatives Developer

Tokyo  |  Permanent

Published 01/07/2010

• High profile role! Work alongside traders. Global rollouts
• Highly competitive remuneration package. Tremendous career growth opportunities

About Our Client

One of the leading Investment Bank with tremendous growth plans in Technology.

Job Description

You will join a highly motivated and dynamic global team to deliver tactical technological solutions for Pricing & Risk Management tools for the business. You will be the Lead RAD developer in Tokyo working alongside traders and global teams for high profile projects.

• Development of the bank's tactical Pricing & Risk Management tools.
• Day-to-day support, working with global teams to suggest and delivery enhancements of existing systems, migration to new Analytics libraries.

The Successful Applicant

• Must have experience working in a RAD front office environment dealing with traders and quant analysts.
• Full development lifecycle for tactical solutions (including requirements gathering, business analysis, development, UAT, rollout, documentation)
• Technical skills: Excel/VBA, Oracle/Sybase SQL, C#/C++/Java
• Business knowledge: Flow & Exotics products, Call/Puts, Options Strategies, Barrier Options, Varswaps
• Solid understanding of the concepts of Equity Derivatives Option pricing - basic greeks (Delta, Gamma, Vega, Theta), implied volatility and volatility skew/smile, Black-Scholes
• Excellent communication skills. Japanese language skills preferred but not essential.
• Strong analytical skills

What's On Offer

• You will be rewarded with highly competitive salary package.
• Tremendous career growth opportunities in a global platform.

Apply for this job
Apply online using the form below or phone Jennifer Ooi on + 81 3 5733 7166 quoting jobref H501880

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