Senior Software Engineer


The Role

The company is starting a revolution in derivatives by offering a complete one stop shopping tool for market professionals. The system includes structuring, pricing, data, valuation, and risk and lifecycle management for a wide variety of derivatives and structured products to compliment our strengths in news, connectivity, and market data.
To build this system the Derivatives Application group seeks a hands-on technical lead with in-depth knowledge of one of the following: Interest rate derivatives, structured notes, convertible bonds, equity derivatives, risk/valuation systems, or market data (volatility, swap/fwd curves). The candidate will have significant experience developing systems involving securities specifications and structuring tools, utilizing market data, pricing model valuations and risk systems. The group is rapidly growing and expanding its coverage into the pricing and structuring of exotic swaps and options, caps and floors, range accruals, asset swaps, structured notes, volatility sensitive products and convertible bonds as well as building an evaluated pricing service and cross-asset risk system.


- Design, code, implement, and test new features and modules in interest rate, structured notes or convertible bonds applications.
- Work with product managers to translate and understand accurately product specifications.
- Project management including scheduling, budgeting, milestone verification, risk management, and project status reporting.
- Responsible for bug fixing issues with the software applications.
- Mentoring junior developers.


- Strong and extensive C++/C/UNIX development skills
- 2+ years of designing and developing software to structure, analyze and price derivatives
- Experience with industry standard tools for code coverage, debugging, performance profiling, memory management, and code coverage. For example dbx, Purify, Quantify
- Experience with at least one source code management tool such as CVS, Clearcase, Perforce, etc
- Good understanding of derivative products such as swaps, exotic options, FRAs, convertible bonds, futures, structured notes
- 5+ years of professional software development
- Strong communication skills
- Strong problem solving and analytical skills

Category Software Infrastructure

Date 06/24/2011

Location Manhattan

Employment Type Full time