Derivatives Engineer

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, and develop robust software solutions to integrate with internal back-end systems.

Requirements

• Minimum of 5 years of experience as a Derivatives Engineer or in a similar software engineering role
• 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