C# – Senior Developer – Fixed Income – Research Analytics recruitment

Requirements

Essential:

• At least 8 years of working in a team environment on Microsoft .NET based-environment with firm understanding on OO design patterns, utilizing C# as the programming language.

• Have strong exposure to design and development of distributed application architecture.

• Strong exposure to writing efficient SQL Queries and Procedures

• Exposure to MS SQL Server (2005 and Above)

• Strong .Net 3.5 4.0 experience. Preferably in WCF, Network Protocols, data transfer techniques etc.

• Exposure configuring IIS 6.0 and above. Preferably IIS 7.0 with WAS.

• Exposure to developing Multi threaded Applications.

• Experience in dealing with large scale data.

• Have exposure to Microsoft Reporting Services (SSRS)

Desirable:

• Experienced in Fixed Income products (Bonds, Swaps, Swaptions, Futures etc)

• Exposed to Fixed Income analytics such as yield curve constructions, pricing of swap, computation of carry/rolldown, volatility, mean reversion etc.

• Understands basics of financial statistical methods such as Z-scores, regression and principal component analysis.

• Understands the basics of trading strategies such as butterfly/barbell trade, slope trade, box trade etc.

• Exposure to development on Spring.NET framework.

• Have exposure to Excel VBA programming.

• Have exposure to TIBCO EMS integration.

Responsibilities

• Architect and design new solutions as well as redesigning existing components / modules where necessary

• Development of services for cross market, cross asset analysis, ie. Time series, quote sheet, spread analysis, finder, PCA, forward matrix, policy rate analysis, portfolio manager etc)

• Analyse the trade analytics such as carry/roll-down, duration etc with reference to available market data eg. Bloomberg to ascertain the correctness of output.

• Analyse and transform processor intensive operations onto the grid and create efficient integration architecture around it.

• Development and extension of application service broker architecture for global access.

• Creation and publishing of feeds via TIBCO EMS.

• Development of module-specific services, eg. Time-series analysis, Historical spread analysis and trade finding.

• Creation of access for the bulk transfer of multi-market, multi-instrument, time series data across multiple heterogeneous data sources.

• Conversion of Excel VBA/MATLAB logic and Integration to in-house common analytics via C#.

• Identify and take steps to remediate key technical and process issues

• Take ownership of key components / modules within research applications

• Maintain high levels of customer service ensuring that customer needs are always given the appropriate priority

• An enthusiastic “can-do“ attitude, actively taking ownership of issues and personally ensuring that they are adequately resolved

• Take pride in their work and maintain a quality centric attitude.

Qualifications

Essential:

• The candidate must be educated to degree level or above in Computer Science or Mathematics.

Desirable:

• Master or PhD in IT related subject.

• MCAD / MCPD / MCSD certificate holder.

If interested then kindly forward your updated resume ASAP with below details:-

Current Salary -

Expected Salary -

Notice period -

Thanks Best Regards,

Sumant G - R1216652
FUTURA SOLUTIONS PTE LTD
1 Tampines Central 5| #08-05 CPF Tampines Building | Singapore 529508
| DID: 65.67869340 | FAX: 65.67869350 | Mobile: 65.82281449 | Sumant@futurasolutions.com.sg | www.futurasolutions.com.sg - License No.:08C3041