- New York, New York, United States
- Senior
- $160K–$170K per year
- 2+ years
Lead reliability engineering services for the firm’s flagship fixed income derivatives pricing and risk management system.
Compensation
Expected base pay rates for the role will be between $160,000 and $170,000 per year at the commencement of employment.
Responsibilities
- Interact in person daily with sales and trading desks across fixed income and support them in the usage of critical systems for pricing and risk management
- Troubleshoot issues across the entire technology stack
- Provide capacity planning, infrastructure management, stability management and downstream data delivery
- Aggressively reduce toil and operational risk and broaden infrastructure and application observability by creating and deploying solutions in Scala and Python
- Understand the mechanics of interest rate and foreign exchange derivatives pricing and risk models to interpret the performance of the technical implementation of the models and efficiently construct communication channels between the business unit and development teams
Requirements
- Master’s in Financial Mathematics
- Master’s in Data Science
- Master’s in Computer Science