Transparency Pricing & Risk Developer
Core
Senior engineer building cross-asset automated pricing and risk systems for FICC derivatives to support electronic trading.
Role type
Senior IC software engineer (pricing/risk systems)
Builds
Automated pricing and risk applications for Front Office sales and traders
Domain
Financial services / Capital markets / FICC derivatives
Deliverable
production ML models | product features
Required skills
Core Java (JDK 11+), Python (enterprise level), multi-threaded programming, event-driven messaging systems, CI/CD pipelines, unit and regression testing
Preferred skills
Interest Rate Swap products (FRA/IRS/XCCY), Bloomberg APIs (BPIPE/SAPI/DAPI), Java performance testing, JavaScript + React
Technologies
Java 17+, Scala, Python 3+, React, AngularJS, Solace messaging, Hazelcast, ZeroMQ, Google Protocol Buffers, JSON, SBE, Graphite, Grafana, RHEL Linux 8+
Responsibilities
Implement pricing/risk model requirements with sales/trading/quant teams, distribute pricing/risk model outputs to eTrading/infrastructure teams, develop high performance event-driven messaging systems, lead technical design and solutions for efficiency and scalability
Seniority
Senior, hands-on IC with leadership on technical design