The position is part of a technology team within the Investment and Capital Markets Division. The team has the broad goal of developing components for a new trading platform, with priorities set by business needs.
The Risk/P&L Senior Developer will have the responsibility to design, build, test, and deploy Risk and P&L calculation and reporting components in support of all trading desks. The Risk and P&L team will leverage shared service components (e.g., analytics framework) from other teams. The current set of products traded include: mortgage loans, mortgage securities, rate derivatives, US treasuries, and debt issuance securities.