.NET Developer

Description

Role OverviewDevelop and support FixedIncome trading & analytics applications, primarily in C++, with some .NET. The role primarily focuses on supporting existing applications and developing new Analytic components. Additionally, the role also implies working with the desk to determine requirements and deliver solutions in a timely manner. The businessarea is fixedincome analytics (scenario calculation of OAS/Duration/Price/Yield metrics of bonds and derivatives), and demonstrable knowledge of the field is required. Key DeliverablesThe candidate is expected to Take ownership of existing components/applications expand their functionality investigate issues and propose and implement solutions to fix them Develop new analytic components for an internal/externalfacing fixedincome analytics framework. Components will utilize sophisticated routing and caching mechanism Deliver lower level analytic modules Develop reusable SOA components to expose analytics across the entire FixedIncome horizontal Help automate existing manual tasks performed by the deskQualifications/competencies The candidate is expected to be an extremely qualified developer of the highest caliber, capable of independently extracting requirements, deducing development tasks, and delivering components. Key points include Mastery of C++ with a minimum of 5 years experience Good working knowledge of .NET is desirable Mastery of SOA tools (messaging, webservices, XML libraries) Good database skills, with multiple RDBMS systems Multithreading and asynchronous messaging workflows Empathy for the enduser Experience working with fixedincome products and analytics (understands the problem space and user requirements well; knows the inputs to valuation models)Candidate ValueThe candidate will be working on tools with exposure to the internal frontoffice users. As such, the exposure and growth possibilities are great. The role offers the opportunity to greatly expand the candidates knowledge of fixedincome and mortgage analytics to a fairly deep level (down to the details)