Closing Date: 23 rd February 2010
Job Description
Centralised Pricing is a global, high performance, real-time, pricing and electronic trading system for Interest Rate Swaps, Government and Corporate bonds, Money Markets, FX, Credit Derivatives, Commercial Paper, Loans and Emerging markets- Centralised Pricing has enabled RBS to become a market leader within this Electronic Trading space- A global but London centred team of 80 develops and supports Centralised Pricing- Centralised Pricing is Java server side, C# GUI and Sybase database-
Requirements
Solid understanding of the fundamentals of core Java programming and server side development - Multithreading, OO, distributed computing etc- - Not EJB or Web Development experience on a large complex codebase Fixed income pricing experience 2:1 or above from top tier university Additional Useful Skills: Development best practices - design patterns, unit testing, code refactoring etc- Previous algo trading, pricing and/or fixed income product experience with ability to become a domain expert in this space Matlab, Web application development experience and knowledge of SQL
Responsibilities
Fixed income pricing developer working across a number of initiatives within the algo trading team- This will include the following: - developing/enhancing the real-time algorithmic pricing and risk models across a number of asset classes using java/matlab - developing tools to support the work of the quant analysts across a number of product areas - designing/building a model calibration framework to execute quant models and publish/report results to traders and real-time trading models Additionally, the developer will be expected to maintain, refactor and test the existing codebase and offer 2 nd line support during trading hours-
The Individual
Enthusiastic and keen team player willing to do whatever it takes to get the job done- Interest in financial products and eager to develop a career in technology in front office investment banking Takes ownership of issues and manages them appropriately Genuine interest in teamwork - assisting and working with others, and aligning development work with team goals Good communication skills and ability to interact with traders to define requirements Understanding that application development is more than purely coding
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