almost 1 year ago
Java Developer with pricing experience required by Hamlyn Williams for an initial 6 month contract to be based in Midtown Manhattan for an investment bank.
Due to internal movements my client need to bring in a contract resource in to the team where you'll be working on the design and development of the firm's FI Pricing infrastructure across a mix of proprietary in house system ALIB/Numerix and vendor solutions which are using PXE. You will have an in-depth knowledge in building pre trade pricing/analytics for fixed income products and have a very strong knowledge and understanding of US Swaps.
You'll be working with traders and quant analysts to specify and build out real-time pricing for Offering/Quoting/Execution across multiple venues and drive implementation and design ensuring an emphasis high availability, scalability and reusability.
You'll be working with fixed Income front office team lead to promote framework reusability across all business as well as supporting and enhancing existing infrastructure and application across a variety of technologies (ION, Java, Kdb, OpenFin).
Additionally you will be championing best practice software development life cycle with emphasis in test driven coding methodology and balancing the time to market with proper governance, compliance and audit mandates
5+ years of financial service experience
Able to communicate effectively with the desk.
Strong design, coding, testing and debugging skills
Strong experience in front office trading system with emphasis FI Pricing/Analytics
Knowledge of ALIB/Numerix Analytic Library is a plus
Programming Languages - Java (5+ years), C++, Python
Strong multithreaded programming experience is a must
Knowledge of ION a plus, Broadway API a plus
Knowledge of Winfits, RiskVal or any other pricing system is a plus
Good understanding of Fixed Income Credit BuySide/SellSide market structure
Knowledge of Credit eTrading ECNs
Knowledge of KDB/Q a plus
C# .NET, WPF, HTML5, Angular/React, CSS, OpenFin, PL/SQL
OS - Linux, Windows
BS/MS in Computer Science, Engineering or related