Senior Developer – FIC Technology recruitment

The development consists of a core risk engine framework for pluggability of calculation flows and analytics, data sources and computational patterns and facilities.  The framework will be used by Quant and IT teams for delivery of a number of Front Office and Middle Office programmes, initially covering EOD processes for IR and CRT businesses, and intra-day for the IR non-linear and CRT businesses.  Liaising closely with the Front Office trading, Quants and Middle Office to ensure development meets business needs and offers the functionality, scalability and performance expected by the users.

The role requires the individual within the area to promote and utilize strategic technologies and components and their adoption within the close and wider team, promoting by example good SDLC practices and quality processes.

Primary  Responsibilities:

Technical Analysis, Design Specification

• Using different techniques and tools (top-down, OO), designs technical solutions that meet business requirements and PLC deliverables including component reusability, data sharing and security.

• Participates in design phases, identifies and resolves technical issues.

• Prepares and documents detailed technical specifications.

• Participates in walkthrough of technical specifications, programs and unit test plans.

Coding, Testing Documentation

• Develops in accordance with the business requirements and RBC standards.

• Writes unit test to ensure solid code coverage.

• Provides technical, support and training documentation.

Business Knowledge

• Derivatives risk and pricing and trade management

• Experience of integrating with Quant libraries and distributed pricing and risk calculations.

Planning, Implementation Support

• Provides estimates on activities/tasks required to perform design, coding and unit testing, improving accuracy over time.

• Coordinates implementation planning and execution.

• Performs disaster recovery for project deliverables.

• Performs performance tuning to improve performance of single function.

• Contributes to high level planning of project phases.

Relationships Communication

• Candidate should have excellent communication and interpersonal skills and should be able to communicate with people from a non-technical background.

• Prepares and delivers presentations to technology partners.

Development Coaching

• Mentors junior members of the team.

Continually enhances skills and builds knowledge in all aspects of the organization, the business and information systems.

Position Requirements/Specifications

Business Skills

• Pricing and Risk knowledge for one asset class

• Interfaces with team and other technical staff and translates business needs to technical terms

Technical Skills (Essential)

• C++ or Java

• Distributed systems

• Multithreading

• HPC/Grid Computing

• Messaging middleware

Technical Skills (Desirable)

• .NET

• Analytic libraries

• Databases

• Data Caching technologies

• Multiple platforms e.g. MVS, Internet, Client/Server and ability to select appropriate one to meet business needs

 

Education/Experience

• Candidate must be qualified to degree level.

  

Process Knowledge

• Knowledge of testing tools.

• Understanding of different design techniques Top-Down, OO

• Understanding of business modeling methodologies such as UML

• Presentation Skills

• Risk Assessment Quantification

Conflicts and issues resolution