FID, Quantitative Developer Strat (SPG Leads) - AS/VP

About the position

SPG Strategists are focused on supporting Lending, Financing and Trading businesses within the Securitized Products Group by delivering high value business related analysis and associated technology. The group also has a dual role in assisting the Fixed Income Division to manage the impact of the new regulatory capital environment(s). We require a strong server-side quantitative developer to work within a global team, who can take on small to medium sized development tasks. The candidate will join a small team, but will still undertake a reasonable percentage of greenfields development. As such, the candidate should be comfortable taking ownership and driving some small to medium sized projects independently, and also working closely with team members on larger projects. The candidate will typically be tasked with delivering functionality via a web-based front-end browser. This will likely usually involve server side development and data processing, coupled with engaging front end HTML5/JavaScript developers design and implementation to deliver the user interface. The role will involve all aspects of the software life cycle including gathering requirements from the lending strats and the business, the design and implementation, all the way through to production roll out. We need flexible candidates who are practical technologists, show excellent problem solving skills and enjoy all aspects of software development. The ideal candidate will have a strong analytical background and excellent problem-solving skills. Fixed Income business knowledge. Interest and experience in Finance would be an advantage, but is not essential. A willingness and ability to learn is a must. The successful candidate will work closely with several global teams within the FID department and, when necessary, interact directly with the business unit and with the Firm's middleware groups when using their frameworks/software. Excellent communication skills, and ability to communicate with the BU is a must.

Responsibilities

• Deliver functionality via a web-based front-end browser.
• Engage in server-side development and data processing.
• Collaborate with front-end developers to design and implement user interfaces.
• Gather requirements from lending strats and the business.
• Participate in the design and implementation of software solutions.
• Oversee production roll out of developed software.
• Take ownership and drive small to medium sized projects independently.
• Work closely with team members on larger projects.

Requirements

• Strong Scala and/or Java experience.
• At least 3 years of server-side development experience (e.g. Python or Java).
• Experience with databases.
• Some experience with front-end design (HighCharts, AgGrid, React, Typescript) is a significant asset.
• Openness to learning Q (or prior experience) is essential.
• Background in mathematics (e.g. a relevant Bachelor's level degree, or equivalent, with mathematical content).

Nice-to-haves

• JavaScript debugging and tools.
• Python experience.
• Chrome development environment.
• Good communication skills, experience of front office environments.
• Risk Aggregation and Netting knowledge.
• Eclipse IDE (we use 3.8) or IntelliJ/Visual Studio experience.
• Fixed Income business / analytical knowledge.
• Java performance and tuning skills.
• KDB performance and tuning skills.
• Unix/Linux shell experience.
• Operational understanding of loans and bonds.

Benefits

• Comprehensive employee benefits and perks.
• Commission earnings and incentive compensation.
• Discretionary bonuses and other short and long-term incentive packages.