C++ Credit Flow Analytics

A leading global investment bank is looking to hire a talented quant developer for its Credit IT Flow Analytics team is responsible for the development and maintenance of pricing systems for credit flow trading desks and clients globally. The team works closely with the Credit Quantitative Analytics team and leverages cutting edge caching and grid computing technologies in order to meet the pricing, risk, P&L and margin optimization requirements of the trading businesses. Role The successful candidate will work on pricing engines and analytic services development and will be responsible for optimizing existing pricing system components and building new components in order to increase both speed and scalability of our existing architecture. Main Duties * Design and drive full development cycle of global corporate bond and credit derivatives analytic engines and services in C++ and Java platform. * Collaborate with Quant Modeling/Analytics, Booking, e-Trading, Marking and Risk reporting IT teams to deliver analytics requirements. * Provide second line support to Trading Desk and Research, identify and troubleshoot issues in development and production environments * Deliver projects in a fast paced environment Basic Qualifications: * Bachelors degree in Computer Science, Software Engineering or related discipline * 3+ years in C++ and JAVA programming * 3+ years working in a Unix/Linux/Windows environment Preferred Qualifications: * Masters degree in Computer Science, Software Engineering or related discipline * Experience in middleware, J2EE, caching and grid technologies is a plus. * Work experience in the design and implementation of pricing/risk systems for fixed income derivatives is a plus. * Good verbal and written communication, able to work well within a global development team and independently with minimum supervision. * Pro-active, thorough, well-organized and energetic. * Excellent problem solving skills with a commitment for thorough root cause analysis.

To find out more about Huxley Associates please visit www.huxley.com [1]

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[1] http://www.huxley.com