As a Financial Developer you will work in the Software Development team and develop tools that enable new capabilities and seek to improve efficiency for our product control, risk, and trading teams. You will:
- Develop Logic and Interface — You will work with the business to define and implement complete software solutions that enable their work. These solutions may include user-interfaces, business logic, and reusable APIs.
- Build Production Code from Business Prototypes — Given proof-of-concept or legacy models developed by the business in Excel or other desktop tools, you will implement them in a reproducible way in line with modern software development best practices.
- Understand and Address Business Needs — You will be working directly with the business to understand what they do, how they do it, and what they want to improve. You will produce clear and concise documents capturing what you learn.
Upon starting, we expect you to have the following skills:
- Finance — You understand fund-accounting basics: You can explain the difference between a trade and a position, you understand concepts like mark-to-market accounting, closed-period accounting, etc. You may have more specific understanding of fund-structure, such as how master/feeder funds work.
- Valuation and Risk — You have experience or capacity to learn about instrument valuation, derivatives pricing, sensitivity analysis including fixed-income and volatility products, and risk measurements including Value-at-Risk and various forms of stress-testing.
- Financial Systems Experience –You may have experience with fund-accounting systems such as Geneva, Integrata, Sophis, Charles River, Imagine, etc. You may have experience with risk-management systems including RiskMetrics, StatPro, etc.
About Our Development Team
The Software Development Team partners with the business to develop custom solutions exclusively facing our employees that differentiate quantitative finance capabilities. We're a small team — 4 core developers We deliver both web-based GUI applications and REST and Python APIs to our end-users.
Our main toolkits include Python3, Pandas, Sanic, Docker/Docker-Compose, AWS (ECS, S3, CodeBuild, RDS, and Cloudformation in particular), Git, Postgres, and Tableau — but we're always keen to grow into better tools that allow us to solve our problems more efficiently and more elegantly.