Software Development Manager, Credit Flow Analytics
Where
- New York, NY
What you'll be doing
- Manage and lead the strategic direction for the credit flow quantitative engine for fixed income securities, including bonds, munis, swaps, futures and loans. Expand coverage to eventually span all the products traded by the global credit trading desk. Ensure IT systems deliver pricing, risk and valuation analytics in a consistent manner across the company. Leverage cutting-edge caching and grid computing technologies to meet the pricing, risk, P&L and scenario requirements of the trading business. Design and integrate multi-tier systems using C++ quantitative algorithms to meld data from disparate sources. Apply experience with market data to ensure data inputs are accurate. Manage the build-up of projects technical architecture to improve the performance and stability/reliability of the system, while scaling to support increased business and regulatory requirements. Set and prioritize technology development plans to meet the trading desk delivery requirements for the next generation of analytics framework. Ensure systems meet all the company requirements in terms of compliance, change control and disaster recovery. Participate in company IT initiatives regarding migration to vendor products and the use of strategic hardware and software systems. Coordinate among senior personnel and other IT teams in U.S., Europe and Asia including trading, risk management, financial control and various financial products to gather and define requirements, provide project updates, and coordinate user acceptance test and user training.
What your background should be
- 7 years of experience in job offered or as software engineer/developer or related occupation. Experience must include pricing, risk and valuation of fixed income securities; C++ quantitative algorithms; market data; technical architecture for performance, reliability and scalability; and supervising IT team.
Required Schooling / Training
- Masters degree in computer science
Who is the client company
- This is a multinational banking and financial services company.
- If you are interested in this position, send your resume to apply@kochdavis.com
