- Write programs and processes to price and risk manage financial instruments in various assets classes.
- Implement models in existing financial libraries, some of which are vendor based, others in-house.
- Development work on server processes as part of a micro-services infrastructures
- Work on the portfolio management system’s GUI applications
- Coding of financial analytics, information integration with market data, positions, messaging protocol and some accessing of databases.
- Solid programming skills in Python and Java
- Some working knowledge with SQL databases
- Familiarity or working experience with financial instruments in at least two asset classes
- Ability to communicate efficiently and concisely in writing and verbally
- Degree in Mathematical Finance, prefered not required