Major Bank in Manhattan

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1.2 WORK DESCRIPTION
• Develop and enhance Real-time Analytical Calculation Engine framework and related services.
• Responsible for supporting liquid rates business. Work includes developing and enhancing rates pricing and risk models, trading strategies and execution algorithms, and real-time relative value analyses.
• Maintain common analytical library and develop analytic calculation modules and services that other teams need and promote a common analytical library across the group.
• Follow release and production change procedures and work with other teams to deliver and maintain reliable and functional front-office pricing and trading applications.
• Communicate with traders directly to clarify requirements or address issues.
• Participate in rotational production support activities.
• Identify, analyze, communicate and resolve application, infrastructure and environmental issues and problems.
1.3 EXPERIENCE AND SKILL SETS
1.3.1 Required Skills
• Seven-plus years of hands-on core Java developer experience.
• Solid analytical skills and strong financial model background.
• Knowledge and experience of Fixed Income market and electronic trading (Treasuries, Swaps, Futures, etc.).
• Strong verbal and written communication skills.
• Ability to cope with rapid front-office development and to respond to and address production situations promptly.
• Ability to communicate and act professionally with IT staff and business clients while under strict deadlines.
• Ability to work in a team-oriented setting.
1.3.2 Desired Skills
• Advanced degree in financial engineering, math, physical sciences or engineering is a huge plus.
1.3.3 Programming
• Java: strong in multi-threading programming and messaging middleware (publish/subscribe, JMS, and Tibco RV).
1.3.4 Tools
• Shell Scripting, Red Hat Linux, Windows, Oracle SQL, Perforce, Maven, Eclipse.

• Seven-plus years of hands-on core Java developer experience.

• Solid analytical skills and strong financial model background.

• Knowledge and experience of Fixed Income market and electronic trading (Treasuries, Swaps, Futures, etc.)

• Strong verbal and written communication skills.

• Ability to cope with rapid front-office development and to respond to and address production situations promptly.

• Ability to communicate and act professionally with IT staff and business clients while under strict deadlines.

• Ability to work in a team-oriented setting.