Software Architect - Global Modeling and Analytics (NYC OR Chicago)

Chicago, IL 60606

Posted: 04/18/2019 Category: .NET, C++, Python Job Number: 11660

Software Architect – Global Modeling and Analytics


Our Client is looking for an exceptional Senior Software Engineer/Architect with expertise in designing, building and supporting financial applications and distributed services targeting Front Office users, Risk Management and Operations. You will be joining a team responsible for providing models and analytics to the businesses firm-wide and will be instrumental in helping define and implement software solutions for pricing, risk management, PnL and scenario analysis. Your work will be used throughout the organization on a daily basis by traders, risk managers, and back office analysts.


To qualify for this role, you:
  • Have 5-10 years of experience working in a Front Office – facing technology team at a major bank or buy-side firm
  • Can demonstrate hands-on proficiency with C#, Java, SQL, C++, Python, JavaScript
  • Have a strong educational background with a degree in Physics, Mathematics, Engineering or Computer Science
  • Have experience with DBs (particularly MS SQL Server)
  • Have experience developing, deploying and supporting distributed services
  • Have experience with integration of C++ libraries with .NET and or Java solutions
  • Possess strong knowledge of Fixed Income products and Interest Rate derivatives (including Risk, PnL attribution, scenario analysis, etc.)
  • Experience architecting, developing and supporting risk, PnL and pricing services and applications at a major financial institution
  • Are familiar with common IR derivatives models (Yield Curves, Option Pricing, SABR, etc.)
  • Are able to provide live support of distributed software solutions responsible for the generation of risk and PnL numbers for multiple businesses in different geographical locations
  • Have experience developing web-based UIs
  • Are comfortable with Windows and Linux (Red Hat, Ubuntu) environments
  • Have strong communication and collaboration skills with the ability to work within a multi-disciplinary team that includes traders, software engineers, and quants
  • Have a proven track record of working independently with minimal oversight and driving projects and initiatives to completion

Bonus points if you have:
  • experience with Git, TeamCity, Jenkins, Maven, Conda
  • experience with GTest, SWIG, Doxygen, XLW, GitHub Pages, NuGet, ExcelDNA
  • experience writing batch and shell scripts
  • experience with statistical analysis and working with large datasets provided in relational or key-value databases
  • experience with data presentation and visualization

Fixed Income, Interest Rates, C#/Java

Evan Pollock

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