Software Engineer in New York, NY at Open Systems Technologies

Date Posted: 10/24/2019

Job Snapshot

Job Description

A prominent investment firm is seeking a Software Engineer to join their team in New York, NY.

Responsibilities

  • Participate in the development and enhancement of distributed pricing platform
  • Ensure group provides continuous, uninterrupted, firm wide risk and P&L
  • Support and Implement analytical models for Pricing and Risk of Fixed Income Assets with focus on Credit
  • Build new analytics library and integrate it into the existing system, using latest technologies

Qualifications

Required

  • At least a Bachelor’s degree in Computer Science or a related field
  • 5+ years of experience developing in Java or C++
  • Experience with Corporate Credit pricing and risk analytics
  • Experience with market credit data providers QuoteVision, MarkIt, as well as supporting corporate credit infrastructure including building single name curves, etc.
  • Understanding of corporate credit products, including credit indices, single names, structure products, bonds
  • Strong analytical and mathematical skills, with interest and exposure to quantitative finance
  • Experience in Multi-threading, Client-Server and Distributed computing
  • Experience with Fixed income pricing and risk analytics in Front office trading Rates/Credit/FX
  • Experience working in Linux environment
  • Understanding of various Design Patterns, Algorithms and Data structures
  • Experience working with Git or similar
  • Strong problem-solving capabilities
  • Solid communication skills
  • Able to work independently in a fast-paced environment
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Preferred

  • Experience developing Cross Asset Pricing and Risk Systems
  • Experience with Service Oriented Architecture, Spring AOP
  • Experience with Docker/Kubernetes, micro services architecture
  • Experience with NoSQL data bases
  • Experience with caching technologies
  • Experience with messaging libraries
  • Experience with Continuous Integration and Deployment
  • Experience with Python
Job keywords: