Description
Fixed Income Rates Technology develops real-time pricing and risk software, electronic trading systems and risk-based trade capture work flow. The team utilizes state-of-the art technologies to develop technology platforms largely comprised of in-house proprietary applications that support the Fixed Income Rates business globally. The Fixed Income Rates business aims to be one of the leading liquidity providers in the derivatives and the Government bond markets, and to offer an integrated sales, trading and research service to the client base comprising investor business, corporate, financial institutions and hedge funds.Main Function
The main focus of this role is C++/STL development dealing with Fixed Income products. Knowledge of some Boost libraries is appreciated. The candidate will have a strong technical foundation, an aptitude for analysis and investigation, and will need to demonstrate the potential for understanding the business models being used. The candidate will have some familiarity with fixed income products such as bonds, futures and swaps. The candidate will interface with various groups and must have good communication skills and be able to translate business needs into technical requirements. In addition, the role may involve development of support tools, configuration work, troubleshooting live issues, discussing requirements and prototyping solutions.
The DDM team works closely with other IT teams, front office support teams, traders, sales, quantitative research, and middle office globally. The DDM application provides ad-hoc pricing and risk of derivative products as well as integration with Straight Through Processing (STP) systems. It is the primary pricing tool used by the EUR and USD swaps desks as well as its Sales counterparts. DDM is a growing application and there is much demand from various businesses. This is great opportunity to be involved in a project that is evolving with the demands of the business and marketplace. There are challenges on both the technical and business fronts.
Main Duties
Main duties will include:
- Analysis of requirements: This may include discussion with business users, research about the products and pricing methodologies, writing coherent specs, translation of business needs to technical requirements
- Code Development: Develop code to meet requirements. Design proper tests that will exercise new behavior as well as checking regression risk. Understand trades offs among implementation options in terms of time to delivery, extensibility, and performance. Development will mainly be C++, STL and some Boost, however candidates will also be expected to have some experience with SQL and a scripting language such as Perl, Python, bash, etc.
- Solve production and development environment issues
- Work quickly, under sometimes stressful situations, to solve production problems with critical, analytical thinking
Basic Qualifications
- Bachelors Degree
- 4+ years experience with C++/STL
- 3+ years developing on Windows
- 1 year SQL, preferably on MS SQL Server
- 1 year scripting language (Perl Python, etc)
- 1 year experience with multithreading
- 1 year experience with a source control system, preferably Perforce
Preferred Qualifications
- Excellent problem solving skills
- Good written and oral communication skills
- Able to work independently
- Have enthusiasm for the work.
- Fixed Income product knowledge, with experience in Emerging Markets
- Experience in large-scale, real-time, multi-threaded development on Win32
- Real-time pricing & risk applications development experience for fixed income markets.
- Pub/sub messaging systems, e.g. TIBCO Smartsockets, Solace
- Recent experience in electronic trading
If you feel you would be a good fit for this role please send me an updated resume,
To find out more about Huxley Associates please visit www.huxley.com