Global Fixed Income – Software Engineer

Senior Development
New York City
Posted 9 months ago

Group: Global Fixed Income

Global Fixed Income is one of the major lines of business within our firms flagship multi-strategy hedge funds and deploys capital in the developed interest-rate and currency markets, focusing on liquid products including nominal and inflation-protected government bonds, interest-rate swaps, futures, options, and agency mortgage-backed securities.  Strategies are primarily concentrated in the US, European and Sterling markets, and combine macroeconomic analysis, quantitative modeling, and rigorous portfolio construction to identify and capture opportunities. Each portfolio manager in Global Rates has a disciplined approach to a specific domain, and the team jointly identifies potential investments across these products and regions through a collaborative investment process.

The Role: Software Engineer

The candidate will be part of the Global Fixed Income Software Engineering team, which is responsible for development of the Global Fixed Income data solutions, trading and risk systems, and the integration of our models/analytics, market data, scenarios and trades / positions into the system.

Duties and Responsibilities:

  • The candidate will be primarily involved with development of real-time trading, risk management systems, and data systems for proprietary trading in global fixed income
  • Additional responsibilities may include:
    • Work on next-gen low latency real time data system, data access layer and tools
    • Implementing algorithmic execution and order management system enhancements
    • Technical design and end-to-end implementation of new products to GFI trade capture and trade management systems

Required Skills

Technical Skills:

  • Proficiency / experience in programming and problem solving in compiled languages (C++ for Windows and/or Linux)
  • Solid scripting experience (Python preferred but acceptable scripting experience may include Perl, Ruby, Small Talk, etc)
  • A good software engineer, who believes in engineering solutions, and recognizes in advance where engineering will pay off versus short cuts
  • Experience working in a Windows and/or Linux development environments (experience with both is preferred)

Personal/Communication Skills:

  • Outstanding analysis / problem solving skills
  • Excellent communication and teamwork skills
  • Intellectual curiosity. A strong desire and aptitude to learn and share ideas and knowledge with colleagues
  • Self starter who is comfortable interfacing with a diverse set of people (Traders, Quants, Trading Assistants, etc)
  • Ability to manage multiple tasks in a demanding and changing environment

Background / Experience:

  • Technical education should include an Undergraduate or Advanced STEM Degree
  • Proven track record in software design and development
  • Demonstrable interest in financial topics and a clear desire and motivation to learn more

Additional Desirable Skills / Experience

  • Hands on experience with big data technology stack
  • Electronic trading and execution strategies knowledge / expertise
  • Trade processing and position management knowledge / expertise
  • Specific Fixed Income and/or FX domain knowledge / expertise
  • Product knowledge of any or all of the following: Govt Bonds, Bond Futures (and Options), Inflation Linked Bonds, Interest Rate Swaps, Deposit Futures (and Options), Basis Swaps, Swaptions, OIS Swaps, Caps/Floors, FX Derivatives

Job Features

Job CategoryFull Time

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