Pricing Developer - Corporate - Rates
- Design & development of firm's FI Pricing infrastructure with a mix of proprietary in house system and vendor solution using PXE.
- In-depth knowledge in building pre trade pricing/analytics for fixed income products.
- In-depth understanding of US Swaps
- Work alongside traders and quantitative analyst to specify and build out real-time pricing for Offering/Quoting/Execution across multiple venues.
- Drive implementation and design with emphasis on high availability, scalability and reusability
- Work with other Fixed Income front office team lead to promote framework reusability across all business
- Supporting and enhancing existing infrastructure and application across a variety of technologies (ION, Java, Kdb, OpenFin)
- Champion best practice software development life cycle with emphasis in test driven coding methodology
- Balance time to market (client delivery) with proper governance, compliance and audit mandates
- Mentor junior developer
BS/MS in Computer Science, Engineering or related Required Background:
- 10+ years of financial service experience
- Able to communicate effectively with the desk.
- Strong design, coding, testing and debugging skills
- Strong experience in front office trading system with emphasis FI Pricing/Analytics
- Programming Languages - Java (5+ years), C#, C++
- Strong multithreaded programming experience is a must
- Knowledge of ION a plus, Broadway API a plus
- Knowledge of Winfits, RiskVal or any other pricing system is a plus
- Good understanding of Fixed Income Credit BuySide/SellSide market structure
- Knowledge of Credit eTrading ECNs
- Knowledge of KDB/Q a plus
- C# .NET, WPF, HTML5, Angular/React, CSS, OpenFin, PL/SQL
- OS - Linux, Windows