Our client is seeking a talented Software Engineer. The role of Software Engineer / Senior Developer within the Risk & Analytics IT team will be to work closely with members of business side Quantitative Research & Financial Engineering teams as well as the broader Information Technology teams. Key responsibilities will be to develop solutions for Multi Asset Risk & Position/P&L Management infrastructure for the Fundamental Equities businesses. The successful candidate will utilize C++ / Object-Oriented Analysis, Design and Programming to develop robust, flexible solutions and frameworks.
Responsibilities:
- Responsible for the design, development and deployment of new infrastructure components pertaining to a global, real time, cross asset risk and position/p&l management (inclusive of both proprietary and industry accepted risk models).
- Real-time positions mgmt (p&l, risk decomposition, performance attribution) across multiple asset classes and various usage patterns
- Integration of both internal proprietary risk models as well as independent 3rd party risk lib/package plug ins
- Responsible for the design, development and deployment of new infrastructure components utilized for multi asset custom index creation and pricing
- Enhance and extend the risk computation analytics library utilized in portfolio construction & pre trade processes
- Facilitate communication and collaboration with Quantitative Research, Financial Engineering and peer technology teams
- Provide application support to multiple Fundamental Equities businesses globally
Requirements:
- Solid understanding of Object-Oriented Analysis and Design fundamentals
- Solid understanding of Software Development Life Cycle steps
- 5 years experience in C++ in a Unix/Linux
- 5 years experience in multi-threaded/parallelization and real time programming w/ trading applications
- Strong written and verbal communication skills
- Solid skills in Perl, Python, SQL, scripting languages. SQL Server experience is a plus
- Knowledge of financial products and valuation methods is a plus, experience with risk & fx preferred
Education:
- Bachelors of Science (Master Degree preferred) in engineering, computer science, or mathematics.
If you would like to be considered for the position of Software Engineer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
