Main Duties Would be expected to carry out all steps of the development lifecycle to deliver new functionality, namely • Algo application specification and implementation for Fixed Income Rates • Liaising with business representatives to determine requirements and provide feedback • Must be able to provide inventive/novel solutions to business issues within short timescales. • Analyzing 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 • 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 a culture of “knowledge sharing” within the development team. • 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. Person Requirements Basic Qualifications • Computer Science/Mathematical degree or equivalent • 4+ years experience as Developer with Fixed Income product knowledge • Excellent C++/STL development skills and/or Strong Java skills • Win32 development experience using Microsoft development tools, i.e. Visual Studio • Knowledge of source control systems, e.g. Perforce • Relational Databases (e.g. Microsoft SQL Server) Preferred Qualifications • Pub/sub messaging systems, e.g. TIBCO Smart sockets, Solace • Real-time pricing & risk applications development experience for fixed income markets • Recent experience in electronic trading
New York, NY
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