New York, NY, United States
Posted on Jan 27 2016 (almost 2 years ago)
The Global Markets Financial Engineering group brings together the Equities, Rates, Credit, Currencies and Commodities structuring capabilities to provide investors with a single integrated cross-asset solutions team. We’re the link between the Sales and Trading groups to match our clients’ needs with SG’s trading capabilities. We constantly explore new technologies to assist in developing new financial products and services.
We are looking for a developer with a bias towards back-end to strengthen our systems. You'll be a member of the team responsible for designing, implementing, monitoring, scaling, and optimizing the code that powers our internal and client facing applications. Your contributions will have an impact on a rapidly growing and successful new generation of systems used by Engineers, Sales and Traders. You will be a part of a small, dynamic team of highly talented individuals and will be encouraged to contribute ideas, learn, design and implement.
You will work with and learn from a group of innovators. We expect you to come up with unique and useful solutions, take ownership and defend them. This opportunity will allow you to see many small to medium projects from start to finish, identify new projects, migrate software to new platforms, review, test and deploy your code.
This is a hands-on technical role in a fast-paced front office environment. The responsibilities include supporting and maintaining existing applications with a heavy focus on small to medium sized tasks. The role entails close interaction with product experts, traders and quantitative analysts and requires ability to understand business requirements and formulate desired solutions.
We operate with a start-up mentality and an agile pace within a large and complex financial group. It’s a flexible environment, with a focus on collaboration, idea-sharing and cross-functional teams.
Day to day responsibilities include but not limited to:
· Work closely with management to define the future technical direction of SG’s Global Markets Financial Engineering
· Design, architect, develop, test & deploy new back-end software applications, libraries and frameworks, for SG's pre-trade systems (product design, pricing, documentation) with a focus on pricing and modeling trading strategies
· Get users (SG’s Clients, Engineers, Sales & Traders) to adopt the technologies developed
· Apply the power of predictive analytics and content personalization technologies to financial derivatives products by building big data analysis services that connect several data sources from the SG Sales and Trading platforms
· Exploring new technologies with the potential to enhance business workflow
· Discover and troubleshoot issues with the existing architecture and code
· Ensure that code is released in a controlled fashion with proper test coverage, in particular automatic unit testing
· Mentor and grow other engineers not very familiar with programming
· Analyze performance of the library and improve performance by enhancing algorithms as well as parallelizing where necessary
· Extend SG market data environment as required
· Efficiently release to all users worldwide.
· Work with and optimize the use of massive relational and NoSQL databases
· Being autonomous, but still able to collaborate with others
· Ability to work well in a fast-paced, dynamic, collaborative distributed environment is crucial
· Self-motivated, confident, pragmatic, get-it-done mindset willing to work on trading floor
· Knowledge of pandas, NumPy, SciPy, h5py
· Knowledge of other scripted mathematical languages (S+, R, Matlab, Julia ...)
· Knowledge of Docker and containerization
· Knowledge of financial products such as OTC Derivatives, Securities, Repos
· Understanding of financial mathematics, how instruments are priced and risks are measured
· Experience with Agile tools & continuous delivery (such as: JIRA, Jenkins)
· Experience with at least one typed & compiled language (Java, C, C++, C#)
· Experience with relational databases (desired: MS SQL Server), and some knowledge of other type of database: NoSQL/HDF5
· Experience with Infrastructure-as-a-Service
· Familiarity with Excel including macros
PRIOR WORK EXPERIENCE
· 3+ years hands-on Python / Django experience
· Experience with designing and implementing APIs for a service-driven architecture
· Have used and know how to use a version control system, the most popular one is git, but others can do (svn, mercurial), familiarity with github is a plus (pull request etc)
· Have used a test framework, or at least knows about and willing to use one
· Experience of working in global teams
· Graduate degree in either Computer Science, Engineering, or Maths