Kforce has a client in search of a Software Engineer in New York, NY.Summary:The Rates Technology RAD team is responsible for the design, build, and management of the Front Office pricing, curve marking, and risk management tools used by the linear interest rates securities and swaps trading businesses. The team works closely with various technology and quant research partners to build, deliver, and maintain the critical tools our front office traders use across all of their workflows. The team owns applications that calculate trading risk, perform P%L predicts, calculate prices for on benchmark quoting, stream market data for downstream consumers, and integrate with e-trading workflows. The team works in a dynamic environment where a thorough understanding of interest rates trading and a responsible, analytical approach to programming deliver the constant change which keeps the company's traders at the top of the market.Responsibilities:
- Working in the full development life cycle, i.e. requirements gathering, analysis, design, implementation, deployment, and support of the RAD application portfolio
- Building relationships with Front Office users, Quant Researchers, and other teams across Rates Technology
- Analyzing business challenges, both technical and financial in scope, and requiring a thorough understanding of both aspects in order to propose the most appropriate solutions
- Architecting, developing, maintaining, and enhancing existing applications across intraday risk/pnl/real time pricing/quoting (on benchmark streaming and rfq)
- Providing support to our front office staff and peripheral teams to debug and diagnose time critical issues reported by the business and partners in technology
- Computer Science, Mathematics, or other hard science/financial degree
- Very strong MS Excel/VBA development skills
- Good understanding of Interest Rate derivatives (Interest Rate Swaps, Forward Rate Agreements, Basis Swaps, Curve Construction, CSA, etc.) (would consider other fixed income, credit, or FX derivatives knowledge)
- Experience of working with Front Office trading desks
- Experience of Python development an advantage
- Strong communication skills
- Strong problem-solving skills
Can you picture yourself working for one of -America's Ideal Employers-? Our client has received numerous awards and accolades due in part to their commitment to diversity, veterans, and fostering innovation. They've been named one of Fortune Magazine's -World's Most Admired Companies- of 2018 and are included in the -Top 50 Most Innovative Companies- named by Boston Consulting Group. With on-site training and mentoring, they are committed to your professional development as well.Kforce is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, pregnancy, sexual orientation, gender identity, national origin, age, protected veteran status, or disability status.
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