Description
Java and/or C# Developer with expertise and professional track-record in developing low-latency Bond Pricing/Interest Rate Swap Pricing engines sought by a leading regional Investment Bank.
This is a brand new project to deliver a next-generation low-latency pricing engine for bonds and swaps. The engine will use proprietary Quant libraries for basic financial calculations (Bond Analytics and Swap Curves). This recruit will work directly with Quants and Traders to build fast Real Time pricing models and tools which leverage the quant analytics and requires a skilled .NET or Java developer who has prior experience of developing Fixed Income low latency Pricing applications.
Key responsibilities:
- Develop the brand new low latency pricing engine for Bonds and Swaps in close collaboration with Quants and Fixed Income traders.
- Solve complex tasks with simple solutions, remaining mindful of the bigger picture.
- Relentless focus on test automation to ensure continuous integration and deployment can be achieved with the highest level of quality in deliverables.
Essential skills:
- Prior experience of Bond Pricing, Swap Pricing and Hedging applications, ideally in an Investment Bank, or alternatively in a Hedge Fund.
- Experience of Real Time, low latency applications.
- Minimum 4-5 years' experience with developing in C# or Java.
- Sounds knowledge of Object Oriented development including design patterns. Functional programming also useful.
- Experience of low latency Messaging technologies.
- Experience with automated testing and CI
- Excellent communication skills. Fluent English (written and spoken).
- Excellent problem solving/Analytical skills.
- A can do attitude where helping the team achieve its objectives is a priority.
Desirable skills:
- The wider financial products trading domain, including cash equities and repos.
- Knowledge of the Ion Marketview platform.
- Experience with C++.
- Proven experience with system integration projects including experience with integration of 3rd party systems.
- Experience with Atlassian products (Confluence, Jira, Stash, Bamboo).
- M.Sc. degree in Computer Science, Mathematics or Business Science.
This is an excellent long term assignment in the beautiful city of Copenhagen for an experienced Fixed Income Pricing Developer to build out a brand new leading edge platform. Please apply today for full details or call Adam Francis.