Design & development of firm's FI Pricing infrastructure with a mix of proprietary in house system and vendor solution using PXE.
In-depth knowledge in building pre trade pricing/analytics for fixed income products.
In-depth understanding of US Swaps
Work alongside traders and quantitative analyst to specify and build out real-time pricing for Offering/Quoting/Execution across multiple venues.
Drive implementation and design with emphasis on high availability, scalability and reusability
Work with other Fixed Income front office team lead to promote framework reusability across all business
Supporting and enhancing existing infrastructure and application across a variety of technologies (ION, Java, Kdb, OpenFin)
Champion best practice software development life cycle with emphasis in test driven coding methodology
Balance time to market (client delivery) with proper governance, compliance and audit mandates
Mentor junior developer
BS/MS in Computer Science, Engineering or related
10 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
Programming Languages Java (5 years), C#, C
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