Lead Fixed Income Post-Trade Systems Engineer

Position : Senior Fixed Income STP Developer

Salary : 50K – 150K USD – Depending on Experience

Location : Remotely working during New York City(Office) hours

Overview :

The ideal candidate will have extensive experience in the design, development, and maintenance of financial fixed-income post-trade STP systems using a variety of different technologies and interfaces. The candidate must be capable of understanding complex business requirements, designing robust and scalable applications, and implementing solutions within the larger context of existing corporate systems. The candidate should have a keen, analytical mind and enjoy refining logical sets of user / system requirements into coherent solutions that are clean and optimized yet also flexible given the competitive nature of the problem space.

Detailed Requirements :

The candidate must have experience developing applications for the following asset classes :

• Interest Rates : IRS, OIS, FRA, Basis Swaps, Inflation Swaps, Cross Currency Swaps
• IR Options : Swaptions, Cap / Floor, CMS Spread, Spreadlocks
• Bonds (Muni / Govt / Corp)
• Repurchase Agreements (Repos)
• Credit Derivatives : Single Name / Index / Tranche / Swaption
• Money Markets (Deposits, CDs)
• FX Spot / Forward / Swap / NDF

The candidate should be knowledgeable in several of the following areas :

The candidate must have experience with most or almost all of the following technologies :

We require a full stack developer that can contribute across a wide range of technologies and levels of interaction. The candidate should be comfortable with developing .NET services and client / server CRUD software solutions in a .NET (C#) / SQL Server environment. Knowledge of web application development and its current trends and technologies is desirable as well.

Another skill we require is knowledge of C / C++ programming in a Windows environment. While we are not developing new applications with these languages there is a substantial legacy code base which was developed using C / C++. Knowledge of Delphi 6 would also be a major asset, for the same reason.