Sr. Java/C++ Structured Products Developer

  • $180,0000 + BONUS
  • New York, NY, USA
  • Permanent, Full time
  • Garrison Associates, LLC
  • 30 Oct 17 2017-10-30

Sr, Java or C++ Structured Products

A Leading Financial Data Firm in Manhattan is seeking a Senior level hands-on Java developer with a C++ background. The candidate will join a team of talented and motivated developers to build CMO, MBS, and OAS Pricing Systems running on High Performance Compute grid. This position allows plenty of opportunity for innovative thinking and designing solutions that directly address business needs. The successful candidate will have a wide array of technical experience in HPC grid ecosystem with a strong focus on C++ hands-on development on Linux platform.    

THIS POISTION DOES NOT REQUIRE STRUCTURED PRODUCTS EXPERIENCE. THEY WILL DEFINITELY HIRE SOMEONE FROM THE EQUITY SIDE.

 

What You’ll Bring:

.  Current and hands-on in either Java or C++

. Easy to switch from Java coding to C++ coding and vice versa

·     Familiar with Linux

·     Research and recommend innovative technical solutions for both existing and emerging needs to provide a mission critical 24x7 High Performance Compute Grid

·     Develop testing tools and monitoring to ensure proper HPC grid operation, improving system administration and implementing processes for a HPC environment

·     Partner directly with Quant team  to deploy new pricing models

·     Knowledge of message passing implementations of HPC grid, such as Akka, 0MQ or similar a plus

·     Knowledge of data distribution techniques on HPC grid, such as MongoDB, or HDFS or similar a plus

·     Improve system installation, configuration and monitoring procedures; contribute to and maintain system standards; create and maintain documentation

  • Quant background in one or more financial applications is desired, such as mortgage backed securities, interest rate models, prepayment speed models, option adjusted spreads, and market risk models
  • A minimum of 7 years information technology, with at least 3 recent years of experience in the financial industry
  • Master degree and above in Computer Sciences, Quantitative Finance, Math or other engineering fields

 

What you will learn (if you don't have it yet)

. CMO and MBS financial products and evaluation methodologies

. Trending technologies in grid computing and real-time processing