Senior Software Engineer- Fixed Income Pricing Team
New York, NY
Posted Jul 7, 2020 - Requisition No. 82874
The bond market is a trillion-dollar industry, twice the size of the stock market. We provide real-time pricing on tens of thousands of bonds issued by governments and corporations. Our intraday pricing provides bond traders with an accurate reference price even if there is no central exchange for trading these bonds.
By bringing transparency to an otherwise opaque market, our impact is significant. Our real-time pricing is viewed world wide by bond traders and central banks to see how markets are responding to government and corporate announcements.
Our pricing engines ingest billions of incoming prices per day and run them through quant algorithms to produce over 100 million consensus prices and publish them to the Bloomberg terminal throughout the day.
What’s in it for you:
Here, you’ll work on a team of engineers that values quality code, depth of understanding, testing, and helping others get up to speed on the system. You’ll work on building new distributed event driven pipelines for pricing via kafka in C++ and python. Our key challenges will be scaling to handle billions of ticks, as well as monitoring, and tracing issues within the pricing pipeline. You will own the entire life cycle from design to prod deployment. You will learn a lot about how to troubleshoot client facing problems and become very knowledgeable on how pricing works within Bloomberg. You will also become more familiar with fixed income, the calculations, and the most important terminal functions for viewing pricing.
You’ll need to have:
- Experience with an object oriented programming language and you’ll need to be curious and have a desire to dive deep.
- Drive full software development life-cycle, right from understanding the needs of Product to development to eventual deployment and maintenance. Your work will be highly visible, giving you a sense of accomplishment
- Experience building a high quality code base and building easy to maintain systems with CI/CD.
- Aptitude for analytical problem solving
- Ability and interest in working as part of a team and understanding the bigger picture
We’d love to see:
- Experience with C++ and Python
- Experience with kafka, cassandra, or docker