Job Description
Job Description: Years of experience:
5-7 Role:
Developer in the Linear Rates Technology team The developer will work with the desk, quantitative strategists, QA teams, and IT colleagues to understand and document requirements, design system architecture, code implementation, guide QA teams in developing integration tests, conduct post-rollout follow-ups, and contribute to production support. The team values collaboration, and participation in knowledge transfer sessions is strongly encouraged. Projects:
Cover all aspects of front-office risk and market data, including capture, storage, workflow management, manipulation, and calibration of yield curves and other market data objects. The systems are used for calculation and report generation for PnL and risk profile estimation across various scenarios for intraday and EOD usage. They also handle pricing quote requests and booking into capture systems. Opportunity:
Work on the Firm’s next-generation, c...
5-7 Role:
Developer in the Linear Rates Technology team The developer will work with the desk, quantitative strategists, QA teams, and IT colleagues to understand and document requirements, design system architecture, code implementation, guide QA teams in developing integration tests, conduct post-rollout follow-ups, and contribute to production support. The team values collaboration, and participation in knowledge transfer sessions is strongly encouraged. Projects:
Cover all aspects of front-office risk and market data, including capture, storage, workflow management, manipulation, and calibration of yield curves and other market data objects. The systems are used for calculation and report generation for PnL and risk profile estimation across various scenarios for intraday and EOD usage. They also handle pricing quote requests and booking into capture systems. Opportunity:
Work on the Firm’s next-generation, c...