Pricing Developer - Corporate - Rates Pricing Developer - Corporate - Rates …

in New York, NY, United States
Permanent, Full time
Last application, 16 Jul 19
in New York, NY, United States
Permanent, Full time
Last application, 16 Jul 19
Pricing Developer - Corporate - Rates
Primary Responsibilities:

  • 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

Required Background:

  • 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