Software Engineer - Fixed Income Software Engineer - Fixed Income …

Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Software Engineer - Fixed Income
Software Engineer - Fixed Income

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. The Fixed Income & Commodities Technology (FICT) group is responsible for providing firm wide real-time risk and P&L for all Fixed Income, Commodities, Credit and FX products. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

  • Take part in the development and enhancement of its distributed pricing platform.
  • Ensure FICT provides continuous, uninterrupted, firm wide risk and P&L.
  • Support and Implement analytical models for pricing and Risk of Fixed Income Assets with focus on Credit.
  • Work closely with other global FICT research, Tech teams, Middle Office and Trading.
  • Building new FICT analytics library and integrating it into the existing system, using latest technologies.

Mandatory Requirements:
  • At least a BSc in Computer Science or a related Financial engineering.
  • Experience with Corporate Credit pricing and risk analytics.
  • Experience with market credit data providers QuoteVision, MarkIt, as well as supporting corporate credit infrastructure including building single name curves, etc
  • In depth understanding of corporate credit products, including credit indices, single names, structure products, bonds.
  • At least 5 years of experience developing in Java or C++.
  • Strong analytical and mathematical skills, with interest and exposure to quantitative finance.
  • Experience in Multi-threading, Client-Server and Distributed computing.
  • Experience with Fixed income pricing and risk analytics in Front office trading Rates / Credit / FX.
  • Experience working in Linux environment.
  • Good understanding of various Design Patterns, Algorithms and Data structures.
  • Experience working with Git or similar.
  • Strong problem solving capabilities.
  • Solid communication skills
  • Able to work independently in a fast-paced environment.
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work.

Preferred Requirements:
  • Experience developing Cross Asset Pricing and Risk Systems.
  • Experience with Service Oriented Architecture, Spring AOP.
  • Experience with Docker/Kubernetes, micro services architecture
  • Experience with NoSQL data bases.
  • Experience with caching technologies - Gemfire, Redis.
  • Experience with messaging libraries.
  • Experience with Continuous Integration and Deployment
  • Experience with Python