Research Analytics Senior Developer recruitment
We are looking for quality candidates with the ability to operate with a high level of autonomy to work with quants and strategists from various regions in ascertaining their concepts and requirements and modularizing it into our core research application with adoption of RBS development standards.
This is a role for a senior enterprise application developer and is involved in part of a wider programme to extend a regionally developed application into other regions globally.
The candidate is expected to have a strong mastery in C#.NET, and requires firm discipline and strong exposure to large-scale software development processes. Candidate needs to have a good appreciation of the financial and statistical mathematics for Fixed Income instruments such as bonds/swaps/swaptions to aid in the interpretation of requirements, development and testing. The candidate will need to have in-depth working knowledge on developing enterprise-class applications and understand best-practises involving distributed architecture around .NET remoting and web service technologies including WCF. Candidate will be required to create new research analytics by converting prototypes developed from Excel VBA/MATLAB and integrating them with in-house common analytics via C#. Candidate will also be involved in enterprise applications integration to multiple heterogeneous data sources.
This role suits an experienced enterprise developer with experience within Fixed Income markets who is interested in expanding their domain knowledge, while working with a broad range of technologies. A minimum of 8 years experience in C#.NET development is required.
Experience
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.
- 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.