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Fixed Income C++ Developer
Ref No.: 18-13354
Location: New York, New York
Company Profile
Brokerage is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Brokerage can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Technology works as a strategic partner with Brokerage business units and the world's leading technology companies to redefine how we do business in ever more global, complex, and dynamic financial markets. Brokerage's sizeable investment in technology results in quantitative trading systems, cutting-edge modelling and simulation software, comprehensive risk and security systems, and robust client-relationship capabilities, plus the worldwide infrastructure that forms the backbone of these systems and tools. Our insights, our applications and infrastructure give a competitive edge to clients' businesses—and to our own.

The Securitized Products Technology Group develops and supports fixed income analytics applications for the various Securitized Products trading desks across the firm (CMBS, CLO, CMO, ABS, MBS, Whole Loans, etc). The applications we develop involve a platform for computing marks, risk and other valuation metrics, as well as valuation-oriented tools for traders and desk strategists.

We are currently looking for a candidate for our Technology team that has primary responsibility for helping to develop and extend our state-of-the-art distributed processing infrastructure used to help value and understand risks of securitized products via employing proprietary models. This role involves interfacing with traders and desk strategists to gather and understand requirements of applications and tools needed by them (marks, metrics, and valuation) as well as regulatory requirements coming from audit and firm risk management. This role requires very strong programming and distributed processing design skills, and knowledge of (or a strong willingness to learn) fixed income, securitized products and associated analytics. This role provides developers who have strong analytics skills an opportunity to apply their skills in risk analysis in the financial industry.

Skills Required
- 4+ years of experience
- Very strong OO programming skills in C++

- Distributed processing/grid technologies/multi-threading design

- Very strong problem solving skills and trouble shooting skills

- Be able to work under pressure and devise practical solutions
- Be able to multitask and manage priorities
- Experience with Linux platforms
- Strong communication skills and able to work with traders, desk strategists and risk departments

Skills Desired

- Experience with Scala, Java, Perl, and Relational DB
- Experience with interest rate models and credit models
- Experience with cashflow waterfall models such as Intex and collateral analysis fundamentals
- Knowledge in fixed income
- Specific structured products risk platforms experience
- Experience with financial regulation