Implement models, working directly with the front office quantitative modelling group
Work directly with trading, research, risk or quantitative user groups
Follow release and production change procedures and work with other teams to deliver and maintain reliable and functional front-office reference data applications
5+ years experience with strong C++ skills
Experienced building large scale systems
A quantitative background able to converse with quants
Uses best-practice software engineering skills
Experience in a front office development environment under tight deadlines and with demanding clients.
Must have a solid track record of delivery
Has gained detailed knowledge of some Fixed Income products and analytics.
Database skills, SQL and one or more of Oracle, Sybase, Sybase-IQ, DB2 on Linux and Windows
In depth understanding of MBS analytics or data
Bachelor’s degree in computer science or engineering, advanced degree is a plus