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