Pricing Libraries Developer recruitment
Overview
The team have embarked on a geenfield project to create an eCommerce platform that distributes pricing of various asset classes to internal customers across the bank. You will work within the team to develop simple risk models and pricing libraries and contribute to the build out of further modules to the eCommerce system. The initial product focus will be FX and Equities, with further asset classes to be accommodated. This is an opportunity to work in a dynamic team that encourages ideas, and to grow into a subject matter expert and the go to person for this function.
Requirements
- High level programming experience in C# including the use of multithreading, design patterns and enterprise development frameworks (.NET)
- Experience developing simple pricing libraries for Derivatives (FX and/or Equity Derivatives)
- Understanding of risk modelling
- Experience with web technologies such as XML, DOM, HTTP, and Web-Services
- Good Knowledge of CS Fundamentals - data structures, algorithms, relational databases
- Industrial experience working with external pricing libraries (Numerix, PriceIt, Fincad, etc.) API
- Familiar with Unit Test frameworks (NUnit, Fake It Easy, etc.)
- Familiar with versioning system (CVS, SubVersion, Perforce, Clearcase, etc.), packaging and release process
- More than 7 years of relevant experience
- Proven experience of delivering quick and manageable solutions
- Good understanding of Derivatives pricing and risk - spots, forwards, options
- Proven experience in integrating in-house developed application with external pricing libraries (Numerix, PriceIt, Fincad, etc.)
- Passionate about technology and willing to understand the requirements in Treasury price distribution / Trade execution via e-channels
- Ability to work in high-pressure environment
- Good oral and written communication
- Team player
If you are interested in this requirement and have what it takes please email your resume to me at ccreighton@morganmckinley.com.sg I will call you back for a private discussion.
