|
Job Type/Title Fixed Income Pricing and Risk Developer
Fixed Income IT Department in NY servers the Technology needs of Treasury, Agency, IR Swaps and Options trading desks in New York. The department develops and supports a suite of applications including Pricing, Risk, P/L, Trade Capture and Electronic Trading. The role is within Fixed Income Pricing & Risk IT team. The team is responsible for providing real time pricing and risk system for the Treasury, Agency, Inflation, and Derivatives desks. The system is used globally 23 hours/5 days a week by NY, London, and Tokyo traders
Main Job Function
Senior developer for realtime pricing and risk systems for the US Fixed Income Non-Linear business.
Main Duties and Responsibilities
Program server pricing and risk engines using c++. Program GUI tools for trading desk using c++ and c-sharp. C# Assist in the management of the server infrastructure used for pricing and risk. Work with application support team to provide second line support for the product set.
Qualifications/Education Required
BS in computer science or related science major. Strong understanding of fixed income mathematics including bonds, interest rate derivatives and options.
Qualifications/Education Preferred
MS or PhD in science major.
Experience Required
7+ years of C++ and Fixed Income with experience in real time systems and multi threading programming.
Experienced working directly with traders in developing electronic trading applications.
Experience Preferred
Experience with interest rate derivative products.
Experience with Talarian Smartsockets or Tibco Rendezvous is preferred.
Skills / Aptitude Required
Strong C++, Perl, SQL database, Source Control (Rational Clearcase preferred).
Fixed Income Math
NT Platform
Skills / Aptitude Preferred
|
|
| Compensation |
$200,000/y |
| Location |
NYC |
| Terms |
fulltime |
| Duration |
Full Time |
| Referral Fee |
$2,500 |
| Hotness |
normal
|
|
|
|
sql