Derivatives Engineer

Responsibilities

• Design and develop derivative products and their underlyers on GF's derivative systems, providing comprehensive support to ensure seamless functionality.
• Automate and manage the entire lifecycle of derivative trades, including valuation, sales, trading, booking, settlement, lifecycle management, position-keeping, PnL calculation, and risk management, to streamline processes and enhance efficiency.
• Develop robust software solutions to seamlessly integrate with internal back-end systems, ensuring reliable and efficient functionality
• Diagnose and resolve production errors by performing root cause analysis, ensuring minimal downtime and maintaining system integrity.
• Build and maintain strong partnerships with all stakeholders, including sales & trading, structurers, compliance, operations, product control, finance, internal audit, IT, and vendors, fostering effective communication and collaboration.

Requirements

• Minimum of 5 years of experience as a Derivatives Engineer or in a similar software engineering role, with a focus on trading and processing derivative products in FICC, Equity Derivatives, and structured products.
• Good knowledge in GF's focus areas, including TRS, structured notes, repos, equity synthetic PB, ABS, and other delta-1 products.
• Proficiency in JavaScript, Python, and VBA
• Strong knowledge of databases and SQL, with experience in relevant database systems.
• Experience configuring and programming platforms like IMAGINE for pricing, trading, and processing derivatives
• Experience in front-to-back flows, covering the entire lifecycle of a trade, including sales, pricing, trade execution, booking, confirmation, settlement, compliance, product control, and regulatory reporting