Academic background in a STEM discipline such as Computer Science, Engineering, Physics, Mathematics or Financial Engineering
Analytical background including an understanding of applied Math, Probability and Statistics.
At least 2-4 years of experience with developing solutions for Equity Derivatives/Commodities lines of business (i.e., Futures, Total return swaps, Vanilla options, Exotic options, Equity swaps, etc.). Prior experience must include experience with: Utilizing risk management systems to identify and resolve booking errors and technology issues pertaining to trade bookings and subsequent front-to-back flows.
A thorough understanding of market data conventions and ability to understand the interpret market data provider specifications.
Ability to multitask several ongoing issues. This involves the ability to assess priority and make appropriate decisions quickly and effectively.
Experience working on a trading floor supporting mission critical applications.
Experience working with Job scheduling applications.
Ability to communicate effectively both verbally and in writing to technical and non-technical audiences.
Fundamental understanding of database modeling and ETL type applications
Effective interpersonal skills and relationship-building skills.
Self-motivated and directed, with the ability to effectively prioritize and execute tasks in a high-pressure environment.
Strong analytical skills to understand a broad set of sophisticated cross-asset products and complex end-to-end workflows.
Geared towards process improvement, system enhancement and automation.
Unix/Linux knowledge
Knowledge of JIRA for issue and project tracking
Advanced excel skills is preferred but not required.