Data Fabric, Analytics & Reporting (FAR) is the RFT data layer which incorporates a streamlined analytics capability together with a central reporting utility. Our mission is to provide services that are responsible for capturing, transforming, sharing and distributing data and information to our Technology and business stakeholders Our team runs a low latency instrument pricing framework built around a directed acyclic calculation graph, supporting streaming prices for the traders and avoiding arbitrage opportunities. We are constantly improving the system and responding to new trader requirements for new products and improved models. We have global team of developers and a culture of collaboration working on major code merges and framework updates with our colleagues across the globe. We employ some Agile approaches to managing our work, so we can react to the changing requirements of the traders and are able to release functionality updates frequently. What will you be doing? oAs a full stack developer, will interface with various groups across Front Office, Quantitative Analytics and IT to analyze and understand complex business requirements oDesign and deliver various projects from inception to production oResponsible for Rushmore development for the USD Rates trading business based in London, New York and Tokyo and the LatAm Rates trading business based in New York and Mexico oProvide Level 3 support on pricing, risk and P&L issues raised by Level 2 support or the business oIdentify improvements to the production stack and ensure they are well represented in prioritization forums oEnsure compliance to internal and external (regulatory) standards oEnable decommissioning of legacy systems and platforms oParticipate in a support route providing development support to business users What we're looking for: oBS Degree Computer Science or equivalent o3+ years' experience with C++/STL o3+ years C#/.NET o3+ years' SQL Skills that will help you in the role: oProven experience managing a medium-sized development team. oKnowledge of investment banking, fixed income and derivative pricing and risk oBackground in Finance/Math/Statistics or Advanced degree (MS or higher) oExperience working directly with traders 00265875Salary Range: NAMinimum QualificationLess than 5 years Associated topics: backend, c c++, c++, develop, java, matlab, perl, sdet, software engineer, sw
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