Python developer
Duties and responsibilities
- Research, develop and maintain the Fixed Income and Credit analytics library and trading infrastructure made up of vendor and internally developed platforms
- Design and develop a risk, pnl explains and scenario framework for Credit products.
- Design a robust holistic process for scheduling and monitoring resources across the platform that integrates with existing proprietary applications
- Work closely with business users and platform developers to capture requirements and handle onboarding and integration of vendor models and datasets.
- Partner with other teams within BAM to define and employ best practices for streamlining technology, integration, API development and releases.
- Develop written documentation of infrastructure including processes and procedures
- Perform with minimum supervision and exercise sound judgment
- Help identify and automate manual processes
QUALIFICATIONS & REQUIREMENTS:
- Master degree/PhD in a technical area, such as Math, Physics, Engineering or Computational Finance.
- Proven work experience as a developer in fixed income derivatives pricing and modeling within an investment bank or hedge fund.
- Exceptional software development skills – C++, Python.
- Good understandings of basic derivatives models and vanilla options. Knowledge of Credit products is desirable
- Strong understanding of real-time market data, historical time-series data, and third-party data vendors
- Experience with relational database and SQL.
- High degree of accuracy and attention to detail
- Analytical skills – Ability to troubleshoot and logically assess problems and determine solutions
- Documentation skills – ability to represent ideas, requirements, and problems in clear and concise documents
- Desire to work in a collaborative environment, enhancing a shared toolset