| Title: Core Java/Rates E-Trading/Fixed Income Developer
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| Location: New York, NY
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| Job Type: Direct Hire
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| Compensation: $100,000.00 to $135,000.00 per Year
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| Reference Code: 952178-AQG
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| Description: A major bank located in NYC seeks a Core Java / Rates E-Trading / Fixed Income Developer. This person will be responsible for delivering a reliable, extensible, high performance, and cross- product Real-Time trading platform that addresses Execution, Straight-Through Processing, Intelligent Pricing, Auto Quoting, Risk Management, and Internal Market. This person provides Real-Time analytical calculation engine framework and develops varieties of Real-Time pricing and risk models to meet business requirement in electronic market making and strategy trading. The team also develops intelligent strategy execution algorithms. This person will be responsible for the common development frameworks and core services to facilitate Real-Time pricing / risk model development and to promote the standardization and re-use of analytical calculation modules. This person will be responsible for intelligent pricing models for liquid rates products, particularly in government and agency bonds. The models strive for full automation in programmatically generating tradable price to meet electronic market making business demand. The team is potentially supposed to develop models for other product areas in near future. This person must be well versed in innovative trading strategy and execution algorithms. This person will be responsible for relative value analysis and time series statistical analysis developing and enhancing Real-Time Analytical Calculation Engine framework and related services. The Developer is responsible to support liquid rates business. Work includes developing and enhancing rates pricing and risk models, trading strategies, and execution algorithm and Real-Time relative value analysis. The Developer will maintain a common analytical library and develop analytic calculation modules and services that other Pioneer Teams need and promote common analytical library across Pioneer.
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Requirements: Strong verbal and written communication skills are essential. 2+ years of hands-on Core Java Developer experience are required. C/C++ experience is a plus. Solid analytical skills and a strong financial model background are required. Knowledge and experience of Fixed Income market and electronic trading (US Treasury, Swaps, Futures) are required. Candidates must have the ability to cope with rapid front office development and respond and address production situations promptly with the ability to communicate and act professionally with IT staff and business clients while under intense pressure. Being able to work in a team oriented setting is a definite requirement. An Advanced degree in Financial Engineering, Math, Physical Science, or Engineering is a huge plus.
Candidates must have the following experience:
- Programming: JDK 1.4, JDK1.5 (a huge plus)
- Strong in multi-threading programming, Messaging Middleware (publish / subscribe, JMS, Tibco RV, Sonic, etc.), Database Modeling, XML, and C++ experience is a plus
- Tools: Perl and Shell scripting
- UNIX (Solaris and Red Hat Linux)
- Windows, Oracle SQL, ClearCase, Ant, Maven, IDE (IntelliJ IDEA and Eclipse)
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