JOB DESCRIPTION

The role is for a Senior Developer position within a Equities Derivative technology group. The main responsibilities will be developing and providing support for equities market data services application. This application will be used to generate, contribute and access all kind of derived marked data, such as - Volatility surfaces, Yield Curves, Dividend Forecast, Repo, Correlation, Fx Vols, EOD marks, etc. for all equity derivative pricing and valuation systems. The project is to develop a high performance service layer with scalability, stability, caching and cross-regional access capability. The service will provide APIs in various languages for use in front and back end applications written in core Java, J2EE, C#, C++ and VBA for saving and accessing this data. The service will also have a rich desktop application, web interface and COM add-ins and / or libraries to provide visibility to market data from any application. Knowledge of equity derivatives is not required but preferred.

•           Work with core technology team members and business users globally and other technology groups to gather requirements and communicate during full application development cycle.

 

•           Develop and support desktop and server side applications for Equities Derivatives Market Data team. 

 

•           Significant hands-on coding.

 

•           Ability to balance business support (if needed) and development roles.

 

Perform analysis of existing applications and their performance, both from technical and quantitative points and come with solutions to increase stability, performance and scalability.

 

 Basic Qualifications

•  Bachelors Degree
•  5 years + Core Java and J2EE (Advanced level)

 

Preferred Qualifications

•           Coherence

 

•           Unix/Linux

 

•           Shell Scripting

 

•           WeblogicGood communication skills to work with offshore teams.

 

•           Ability to work under pressure

 

•           Initiative and team player

 

•           C# (Intermediate to basic knowledge)

 

•           COM (Intermediate)

 

•           Excel based VBA and Excel-addin (intermediate).

 

•           SQL (Sybase / UDB / Oracle)

 

•           Experience building server side multithreaded real-time systems with high volume of messages using Tibco or similar middleware

 

Understanding of financial markets and analytics.

 

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