VP Pricing Developer

Social network you want to login/join with:The Transparency team is a Front Office development team responsible for cross-asset automated pricing and risk systems, mainly focused on FICC derivatives. The team works closely with global sales, trading, and quant teams to build applications that incorporate pricing and risk models for electronic trading. These tools are used worldwide by sales and traders and are essential to trading. The team has engineers in Toronto, London, New York, and Singapore.Solace messagingZeroMQ (remote socket comms)Google Protocol Buffers, JSON, SBE (serialization)8+ years as a software engineer delivering front-office pricing/trading/risk solutionsExperience working with sales/trading/quants on pricing/risk model implementationExperience distributing model output with eTrading/infrastructure teams8+ years of Core Java (JDK 11+)4+ years of Python in enterprise environmentsSolid unit + regression testing in CI/CDHighly Desirable:Knowledge of Interest Rate Swap products (FRA, IRS, XCCY)Bloomberg API experience (BPIPE, SAPI, DAPI)Java performance testingIdeal Candidate Will Also:Provide guidance on technical decisions in line with standardsMentor teammates on technical implementationsHandle multiple projects at onceBe familiar with Agile and SDLCEducationDegree in Computer Science, Engineering, Mathematics, or a related numerical field #J-18808-Ljbffr