Must Have:
- Expert level Java and good C++ skills
- Server-side coding experience of at least 5 to 10 years.
- Must have good understanding of pricing and risk functionalities of a trading system
- Must have experience in API level integration with quant model libraries.
- Experience working in a Unix/Linux environment is a must.
- Experience in developing real-time pricing/risk applications.
MUST HAVE LinkedIn
Qualifications/Skills
- Expert level Java and good C++ skills
- Server-side coding experience of at least 5 to 10 years.
- Deep understanding of concurrent, multi-threaded application environments.
- Expertise in Object Oriented design, Design Patterns, Unit & Integration testing.
- Experience in developing real-time pricing/risk applications.
- Experience with middleware messaging platforms is required.
- General market knowledge of equity derivatives is desired.
- 5+ years of working with financial positions data and market data.
- Knowledge of Unix/Linux is required.
- Knowledge of Agile/Scrum development methodologies is required.
- B.S. in Computer Science (CIS) or Mathematics or Physics.
- Demonstrates thoroughness and strong ownership of work.
- Good team player with a strong willingness to participate and help others.
- Strong communication skills.
- Documentation writing is a must.
- Quick learner.
- Cope with pressure, ambitious team members and changing project priorities.
Principal Responsibilities
- Job requires building/maintaining an equity derivatives ticking risk system and its various calibration processes and workflows.
- Job requires building pricing services wrapped around quant model libraries
- Writing documentation.
Testing code via approved frameworks
The successful candidate will join a team that designs and develops an equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. The team interacts with key stakeholders such as Portfolio Managers, Middle Office and Risk Managers. Must be a very strong hands-on developer. Must have good understanding of pricing and risk functionalities of a trading system. Must have experience in API level integration with quant model libraries. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment is a must.