As a member of the Fixed Income Analytics team, you will be working on various aspects of our analytics engineThis engine is responsible for the generation of mathematical results focusing on numerous available asset types include Bonds, Mortgages, Derivatives, etc The original emphasis for this role will be to work on feature enhancements and improving the handling of different asset types through incorporation of additional terms and conditions data as well as improvements to mathematical algorithmsWorking on this project will provide insight into the architecture of the engineEngineers working in this group maintain strong relationships with peer engineers but also need to work very closely with Product Development and stakeholdersThere are plenty of opportunities to learn strong programming best practices along with learning Fixed Income financial fundamentalsRESPONSIBILITIES :
- Develop new and enhance existing features for projects owned by Calc Engine Team.
- Work with Product Development and stakeholders to ensure the highest quality analytics.
- Translate work requirements into testable and maintainable code ensuring that all success criteria have been satisfied.
- Work with Fixed Income Product Development to understand project requirements and work with other Analytics Engineers on the technical design of those solutions.
- Apply best practices to their own work and propagate this information within the team.
REQUIRED SKILLS :
- 5-7 years of development experience in C++, especially in OOPs and Data Structures .
- Relational Database experience
- Python experience / familiarity a plus
- Ability to articulate and quickly adopt development best practices.
- Excellent organizational and communication skills
- Willingness to work as a member of a team, including participating in peer code reviews, maintaining project and operational documentation.
- Ability to set own goals based on shifting priorities for self.
- Ability to work as part of a geographically diverse team.
- Ability to create, review documentation and test plans.
- Ability to communicate with both technical and non-technical people.
- B.Tech or M.Tech in Computer Science or equivalent
Skills Required
Product Engineering, C++, Fixed Income, Analytical, Data Structures, Operations, Risk Management, Python, Analytics