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C# Developer - Equity Derivatives
Ref No.: 18-08895
Location: New York, New York
Job title: C# Developer – Equity Derivatives
Location: New York - Midtown
Business Unit: GMIT
The Alpha platform at Client is a set of pre-trade applications used globally by the Equity Derivatives Front Office for price discovery, quoting, parameter management & market analysis. The Alpha Development Team is primarily responsible for building & supporting the Alpha platform. We take the highly regarded Quant library and deploy it in a large-scale distributed environment to solve our mass-quoting requirements and provide in-depth analysis and market insight. We are a small, high-performing team and operate in a fast-paced environment, sitting directly on the trading desk. We are looking for a dynamic software developer to join our team to help us cope with the growing business demands in New York. Working alongside trading & sales, the candidate will work on the Alpha platform and build innovative tools that provide competitive advantage and generate revenue.
Core Requirements:
  • Bachelor's degree in Computer Science or related field
  • Strong experience in classical object oriented languages (C#, but Java/C++ considered)
  • Can independently manage time to concurrently deliver on multiple projects within a front office environment with changing priorities
  • Follows projects through to completion; digs into difficult issues to identify root causes
  • Practitioner of agile development & DevOps principles
  • Experience building scalable systems using distributed computing techniques
Optional Requirements:
  • Expertise in C# .NET including LINQ, RX, TPL, WPF, WinForms
  • Finance: Working knowledge of implied volatility, parameter management, vanilla option characteristics, pricing of flow and exotic products, scenario analysis, backtesting
  • Python 3: Scripting, pandas/numpy, backtesting
  • KDB+: Big Data querying, functional programming in Q, system maintenance
  • SQL: Schema design, data mining, data management (SQL Server preferred)
  • VBA/Excel: Experience with migrating legacy spreadsheets into C#, debugging VBA
  • Ability to create appealing and user-friendly experiences with a variety of technologies
  • Vendor: DevExpress, TIBCO (RV & EMS) / Reuters / Bloomberg / Horizon
  • Experience with statistical analysis of large data sets, AI & machine learning