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Pricing Developer

Phyton Talent Advisors York, AL

  • Posted: over a month ago
  • Full-Time
Job Description
Our client, a premiere investment bank, is looking for a Pricing developer to join their Front Office team in New York City.
 
Primary Responsibilities:
  • Implementation of firm’s Fixed Income pricing infrastructure based on Alib/Numerix analytical libraries, excel and vendor-provided solution (PXE)
  • In-depth understanding of Fixed Income Derivative (IR and Credits)
  • Work alongside traders and quantitative analysts to specify and build out real-time pricing for Offering/Quoting/Execution across multiple venues
  • Drive implementation and design with emphasis on high availability, scalability, and reusability
  • Work with Fixed Income front office team leads to promote framework reusability across all businesses
  • Support and enhance existing pricing infrastructure and applications across a variety of technologies (Java, C++, Python, Kdb)
  • Champion best software design practices with an emphasis on test-driven development methodology
  • Balance time to market (client delivery) with proper governance, compliance, and audit mandates
Education
BS/MS in Computer Science, Mathematics or Financial Engineering
 
Required Background:
  • 5+ years of financial industry experience with emphasis on Fixed Income Derivative Pricing
  • Primary programming Languages – Java, C++ and/or Python
  • Knowledge of ALIB/Numerix Analytic Library a plus
  • In-depth knowledge of SwapBox, PCAs, and/or KeyRate pricing model
  • In-depth understanding of Libor/OIS/SOFR/Futures curve construction methods
  • Overall understanding of front office ETrading workflow – Dealer to Dealer, Dealer to Client
  • Strong design, coding, testing and debugging skills
  • Strong multithreaded programming experience is a must
All qualified candidates should email an MS Word Version of their resume to shaun.sullivan@phytontalent.com
 
 

Phyton Talent Advisors

Address

York, AL
USA

Industry

Business

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