The Fixed Income Applications development team is focused on building and supporting a pricing engine used by our 300+ portfolio teams. The team’s responsibilities span providing a pricing for different kinds of financial products (bonds, futures, options, FX spots/forwards, deposits, swaps, commodities, swaptions, cdx, cds, equities, etc), handling both live streaming and ETL data providers, and providing means of dissemination to downstream systems (such as analytics, risk, and trader systems).

Team members interact directly with business users and other technology teams, so solid communication skills are essential. The team owns the entire software lifecycle, from requirements and design, through implementation, to production releases and support. Release cycles are tight, so in addition to strong development skills, you must have demonstrated the ability to adapt to changing conditions and learn quickly.

There are no business analysts on the team, so we expect developers to have the ability to learn or have sufficient business and product knowledge to understand the requirements on their own. That being said, this is not a particularly quantitative role – there is a separate analytics team that undertakes valuation and related work. We focus more on building up and supporting the technical infrastructure.

Required skills/experience:

• 3-5 years of professional experience with Java ecosystem
• Experience with relational database development skills
• Strong communication skills
• Results-oriented, can deliver quality code with quick turnaround
• Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure

Strongly Preferred Skills (At least one):

• Experience with event streaming like Kafka, RabbitMQ, etc.
• Experience with distributed caching like Hazelcast, REDIS, Memcached, etc.
• Experience with Multithreading, algorithms, and data structures

Nice to have skills:

• Fixed income product knowledge
• Experience with Junit Testing
• Experience with spring and/or spring boot
• Experience with full stack web development
• Experience with financial vendor feeds (Bloomberg, Refinitiv, etc)

The interviews will focus on Java fundamentals/edge cases, computer science algorithms/data structures, systems design, and SQL.