Develop and maintain software systems and databases used to support OTC valuation processes
Work directly with business users and quantitative analysts to enhance our valuation framework, improve operational efficiency, and strengthen reporting and compliance
Specific software applications may include but are not limited to analysis of market data, visualization of model calibration results and parameters, and P&L attribution analysis

Requirements

5-10+ years of relevant software development experience, preferably in C#, Python, and VBA
Experience with WPF desirable
Bachelor’s degree in a quantitative discipline (Computer Science, Engineering, Mathematics, etc.)
Advanced degree preferred
Familiar with a variety of database technologies including MS Access, Sybase, and SQL Server
Understanding of financial derivatives and markets, including OTC trade structures and data sources such as Bloomberg, LSEG, and Markit Partners
Basic understanding of financial mathematics and models (linear/non-linear rates, FX) preferred
Strong written and verbal communication skills required when interacting directly with business teams.

Benefits

insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages
paid-time off including vacation, sick leave, short term disability, and family care responsibilities
access to our Employee Assistance Program
incentive compensation including eligibility for annual performance-based awards

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

C#PythonVBAWPFMS AccessSybaseSQL Serverfinancial mathematicsmodel calibrationP&L attribution analysis

communication skillsinterpersonal skillscollaborationoperational efficiencyreportingcompliance