Developer – FAR Fixed Income flow business recruitment
Fixed Income trades different listed and OTC products in multiple strategies such as US Treasuries, Agencies, Interest Rate Derivatives, Futures, and Repos in a complex set of legal entities involving proprietary and agency trading. As this business evolves and continues to develop in a difficult economic context, we require dynamic and motivated resources to build the best and most effective technology environment in order to help the business reach its goals.
Main Accountabilities:
The candidate will join the FAR team responsible for:
• building high performance applications for front office businesses
• ensuring all data and flows between other sales, trading and settlement applications are maintained
• building sophisticated real-time market data system, from defining the architecture to all process workflow related aspects
• improve the performance of our automated trading applications to minimize latency
• build new tool to optimize the hedging strategy
• adapt existing tools, used in other regions, to the US electronic business
• implement new benchmarks
• support the application in production
Main roles will be to:
• Manage each initiatives given by its management from start to end, meaning:
• Gather requirements with the business
• Produce business specifications documents
• Implement the project accordingly to the design he will propose
• Ensure that release management / change management processes are followed
• Be responsible of the 2nd and 3rd level of support
• Give clear and consistent reports to the clients and management
• Assess risks and develop contingent strategies
• Collaborate with others teams (networking, systems, quality insurance, support, architects, others development teams..).
This person will also have to:
• Rely on IT best practices to improve quality of his development
• Participate to the global framework
• Aptitude to work on different subjects at the same time.
Position Purpose / Context
The FAR is a rapid technology development team working for the MARK traders (equity flow business, electronic arbitrage and volatility equity trading business, fixed income trading businesses). The FAR develop real-time trading algos on electronic markets, monitoring tools as well as back-test tools in business areas where the activity is particularly critical or very promising. The FAR guarantee fast development of new trading strategies and ensure a constant technical advance over the concurrence.
This developer position will primarily focus on the fixed income and fixed income derivatives flow businesses in the US.
Capabilities - Required Qualification
Technical skills
Skills Required:
• Strong object-oriented programming skills
• Strong technical skills in C#, C/C++, Windows, LINUX
• Knowledge on messaging technologies, network protocols, socket programming,
• Shell/Perl scripting
• Source control tools
Desired:
• Unit testing tools
• Knowledge of CVS
• Project Management tools (Planning)
Other: Required/Must have:
- Clear written and verbal communication skills, appropriate to a given audience, (technical, functional, etc.)
- Ability to communicate to a wide range of clients.
- Must be a self-starter who is comfortable working in a very dynamic environment, with rapidly changing priorities.
- Excellent problem solving skills.
- Must be able to interact with a variety of clients and support staff – traders, middle office, development, infrastructure, etc.
- Must be able to provide accurate estimation of work effort, and effective status to management as well as clients.
- Must be able to manage multiple tasks in parallel
- Knowledge of trading and brokerage operations – front to back
- Knowledge of derivative product lifecycle workflow
- Knowledge of Fixed Income products and markets including UST, When Issue securities, Agency Debt, TIPS, and Corporate Bonds
Competencies
Required/Must have:
Analytical skills
Algorithmic skills
Dynamic, detail oriented, fast learning capacity and able to work in a high pressure environment
Good written verbal communication skills
Knowledge in change management
Rigorous
Aptitude to work on different subjects at the same time.
Desired/Plus:
Project management skills
Knowledge on change management / release management processes
Knowledge in SDLC (software development life cycle)
Prior Work experience
Required:
Previous significant experience as a developer in investment banking or capital markets trading environment (at least 5 years).
- Knowledge of Fixed Income trading
- Knowledge of Fixed Income electronic markets and market connectivity
Desired/ Plus:
Education
Required: BS in Computer Science/Finance or related field
Desired/ Plus:
Languages
Required:
- Desired/ Plus: Fluency in French