Description

You will design and develop an equity derivatives pricing and risk system, owning the ticking risk system, calibration workflows, and pricing services.

This role is on-site.

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.

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