Department Overview:
Fixed Income Technology is responsible for the development and support of all front, middle and back office applications and systems that are used to support Fixed Income business globally. Systems supported are a combination of In-house development and vendor applications, using a variety of technologies. The Fixed Income team is comprised of over 200 staff in London, New York, Tokyo and Singapore.
The Fixed Income business aims to be one of the leading liquidity providers in the derivatives and the Government bond markets, and to offer an integrated sales, trading and research service to the client base comprising investor business, corporates, financial institutions and hedge funds. The product offering includes Government Bonds, interest rate swaps, basis swaps, interest rate options & swaptions, FRAs and caps/floors.
C++ Programmer
within the Core Risk Engine (CRE) Plugins team to: Join a global team of front office CRE plugin developers to develop and support pricing and risk components in C++ for the new Emerging Markets business.
Analysis, Development, Testing
This person is to be expected to carry out all steps of the development lifecycle to deliver new versions of CRE Plugins
- Liaising with business representatives to determine requirements ·
- Analysing those requirements to find the most appropriate method for incorporating them into existing systems · Documenting the changes · Developing those requirements · Unit / system / regression / performance testing those requirements · Reviewing code produced by others · Working with the business representatives during the UAT stage · Supporting the implementation of each new code release.
Communication
- Must be able to communicate effectively with other development team members, other project members, other managers and users, gauging the level of technical knowledge of the audience in these communications. · Must be able to participate in technical discussions within the development team, communicating any issues that have a project-wide scope to the necessary level. · Must be able to participate in a culture of “knowledge sharing” within the development team. Motivation · Must be self-motivated, setting a high level of professionalism and excellence.
Quality
- Should have a good appreciation of the software quality lifecycle, with emphasis on the importance of the testing stages. · Must also be able to maintain the project standards and ensure that they are adhered to, as well as proactively trying to add to these standards whenever possible. Overall should be confident, enthusiastic and proactive.
Essential Preferred Qualifications /Education:
Computer Science degree or equivalentMasters Degree in Mathematical Finance or Equivalent
Experience Required:
Strong commercial experience as analyst/developer- Experience in Fixed Income Products and Business - Experience in Emerging Markets - Good knowledge of Derivative Pricing and Risk
Skills and Knowledge:
Strong C++, Strong STL - Good knowledge of Derivatives Pricing and Risk - Excellent Communication Skills
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