Responsibilities:

• Develop C libraries for FX, Rates, Credit analytics used in research, back-testing, and live trading
• Integrate analytics libraries into research infrastructure for trading teams research and trading
• Partner with internal stakeholders to source market data for real time and historical analytics

Requirements:

• 3-5 years of professional software engineering experience using C and Python in a financial services/fintech production environment.
• Bachelor's degree or above in CS, Applied Mathematics, Engineering, Physics, or similar.
• Deep knowledge of object oriented programming, design patterns, and data structures
• Familiarity with instrument pricing and risk software patterns
• Fluency in C with familiarity in Python.
• Quantitative experience in Rates and/or Credit products (e.g., bonds and swaps)
• Detail oriented with ability to work independently in a collaborative, team based environment.