Senior Software Engineer (Fixed Income Risk System)
Core
Designing and maintaining large-scale distributed risk, trading, and pricing systems for interest rate derivatives.
Role type
Senior IC software engineer (fixed income risk systems)
Builds
Next-generation risk and trading systems, pricing applications, and front-to-back risk infrastructure
Domain
Financial services / Fixed Income Derivatives
Deliverable
production ML models | product features
Required skills
Distributed computing, Cloud computing, Java, Scala, Performance tuning, API design, DevOps
Preferred skills
Full stack development, HTML5, AngularJS, C++, APL (KDB/Q)
Technologies
Scala, Java, KDB/Q, AngularJS, HTML5
Responsibilities
Develop large-scale distributed systems for intra-day and EOD risk/PnL computation; Redesign pricing and workflow applications; Revamp market data and marking systems; Design APIs for risk analytics access; Provide IT coverage for Macro business in EMEA
Seniority
Senior, hands-on IC