Must Have:
• Expert level Java and good C++ skills
• Server-side coding experience of at least 5 to 10 years.
• Must have good understanding of pricing and risk functionalities of a trading system
• Must have experience in API level integration with quant model libraries.
• Experience working in a Unix/Linux environment is a must.
• Experience in developing real-time pricing/risk applications.
• MUST HAVE LinkedIn
The successful candidate will join a team that designs and develops an equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. The team interacts with key stakeholders such as Portfolio Managers, Middle Office and Risk Managers. Must be a very strong hands-on developer. Must have good understanding of pricing and risk functionalities of a trading system. Must have experience in API level integration with quant model libraries. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment is a must.
Principal Responsibilities:
• Job requires building/maintaining an equity derivatives ticking risk system and its various calibration processes and workflows.
• Job requires building pricing services wrapped around quant model libraries
• Writing documentation.
• Testing code via approved frameworks.
Qualifications/Skills
• Expert level Java and good C++ skills
• Server-side coding experience of at least 5 to 10 years.
• Deep understanding of concurrent, multi-threaded application environments.
• Expertise in Object Oriented design, Design Patterns, Unit & Integration testing.
• Experience in developing real-time pricing/risk applications.
• Experience with middleware messaging platforms is required.
• General market knowledge of equity derivatives is desired.
• 5+ years of working with financial positions data and market data.
• Knowledge of Unix/Linux is required.
• Knowledge of Agile/Scrum development methodologies is required.
• B.S. in Computer Science (CIS) or Mathematics or Physics.
• Demonstrates thoroughness and strong ownership of work.
• Good team player with a strong willingness to participate and help others.
• Strong communication skills.
• Documentation writing is a must.
• Quick learner.
• Cope with pressure, ambitious team members and changing project priorities.
Any Gradute