Description

You will design and develop an equity derivatives pricing and risk system. You will own the ticking risk system, calibration workflows, and pricing services that wrap quant model libraries.

Responsibilities

• Build and maintain the equity derivatives ticking risk system and calibration workflows.
• Develop pricing services integrated with quant model libraries via API.
• Write technical documentation and conduct unit and integration testing.
• Collaborate with developers, QA, production support, and stakeholders including Portfolio and Risk Managers.
• Ensure robust performance in concurrent, multi-threaded environments.

Required Skills

• Expert-level Java with good C++ skills.
• 10+ years of server-side coding experience.
• Deep understanding of concurrent, multi-threaded application environments.
• Expertise in Object Oriented design, Design Patterns, and testing frameworks.
• Experience developing real-time pricing/risk applications.
• 5+ years working with financial positions data and market data.
• Experience with middleware messaging platforms and API-level integration.
• Proficiency in Unix/Linux environments.
• Experience with Agile/Scrum methodologies.

Preferred Skills

• General market knowledge of equity derivatives.

Key Skills

Education

Bachelor’s Degree