Description
A world leading financial institution is seeking a Senior Developer, with strong skills in C# and SQL Server, to work on a Real Time Bonds & Indices platform.
You MUST have working knowledge of Bonds, Indices and Fixed Income. For example, it is expected you will be able to know how to calculate a bond metric such as duration and convexity.
Key Functions and Responsibilities
Reporting to the Team Leader, Research and Analytics the individual will be responsible the following activities:
- Creation & maintenance of generalized bond index platform.
- Creation and maintenance of supporting analytical software.
- Perform daily Research Bond indices' calculations.
Key aspects of the position are
- Database side software development in Microsoft domain.
- Work with Data & Research analysts to load Bond data and set up Bond Indices.
- Liaise with other colleagues to ensure successful implementation and day to day operation. Generally support research activities.
Qualifications/Experience
It is expected that with limited supervision the candidate will be able to deliver each of the key objectives of the role identified above. He or she will have a degree in computer science (or other numerate discipline), a minimum of five years programming experience and at least two years spent within an investment environment.
An in-depth knowledge of the following is required:
- Working experience in Fixed Income/Bond asset class is a MUST.
- SQL Server.
- Bonds and bond indices. Calculation of bond metrics such as duration and convexity.
- Programming in C#.
Type of Person
- Excellent all round IT. knowledge.
- Strong analytical and communication skills.
- Excellent interpersonal, organizational and time management skills.
- A self motivated, responsible and enthusiastic individual with excellent attention to detail.