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Senior Software Engineer (Fixed Income)
We are looking for a Senior Software Engineer to join a small team of highly talented technologists and traders. This team is tasked with building and maintaining front-office systems for pricing and risk management of fixed income derivatives. The system is built primarily in C# and C++ and is exposed through a RESTful API.
-Work directly with traders and other software engineers in cross-functional team environments.
-Share responsibility for development and support of existing C# and C++ application.
-Translating business requirements, focused on fixed income analytics, to system features.
-Provide on-call support as needed.
-5+ years’ experience with C#, C++, and Visual Studio on Windows.
-Experience within the trading industry.
-Strong problem-solving and debugging skills.
-Understanding of data structures, algorithms, object oriented programming and distributed systems.
-Experience and interest in derivatives modeling, particularly fixed income analytics.
-Experience with building swap curves and implied volatility surfaces.
-Experience or knowledge of relational/SQL databases.
-Experience with parallelism/concurrency.
-Experience supporting software used in a production trading environment.
services by Next Step Systems - www.nextstepsystems.com
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