Software Developer - GX2
Major Responsibilities: Work directly with system architect and project team to create solutions by developing, implementing, and maintaining both Java and SQL Server based components and interfaces of our in-house product RTPL (Real-Time Profit and Loss). Enhance middle/back office risk system tool for RTPL. Add new features and optimizing different components of risk systems. Different components of middle office include fetching real-time prices and fill information into the risk system to calculate position information, latency statistics, fee/rebate calculation, automated exchange specific product definition loading application and development of user-friendly, browser compatible GUI for Trader for their activities. Components for back office includes End-Of-Day processing and reporting of internal reports, importing settle prices, position re-roll, reconciliation with clearer, and storing, retrieving and maintaining the database for the system. Modify existing software to correct errors, adapt it to new hardware, and improve its performance. Upgrade software and technology used in this product to make compatible with new hardware and software. Troubleshoot development and production problems across multiple environments and operating platforms. Perform testing for code and features on Test, UAT, Stage environment before deployment to production environment with the help of hands on knowledge of Linux. Accept ownership for development projects; explore opportunities to add value to the overall enterprise. Work on new projects of new trading product Foreign Exchange and Snapshot project using MongoDB. Analyze user needs and software requirements to determine feasibility of design within time and cost constraints. Participate in meetings and discussions for requirement gathering, analysis and designing of different projects and features for in-house projects. Identify measures or indicators of system performance and the actions needed to improve or correct performance, relative to the goals of the system. Contribute ideas and offer solutions to the development team by participating in meetings and maintaining awareness of projects they are not directly responsible for. Develop test cases and validation procedures, programming, and documentation. Responsible for working on regression testing, creating of different test cases for validating, and making efficient and robust product. Design, develop and modify software systems, using scientific analysis and mathematical models to predict and measure outcome and consequences of design.
Job Requirements: Applicant must possess a bachelor’s degree or foreign equivalent in Computer Science or a related field and 2 years of professional experience in software development for Treasury Middle/Back Office system. Additionally, the applicant must have professional experience in the following: 1) 2 years of experience developing and maintaining a Weekly Option Conversion to Futures in the money system; 2) 2 years of experience developing and maintaining a Risk/Limit exposure calculation algorithm; 3) 2 years of experience developing and maintaining a trade, money, and transaction Reconciliation system for multiple Clearing firms; 4) Experience with Foreign Exchange(FX) or Currencies, Spots, Forwards, Futures, and Swaps FS transactions, Market to Market PnL and Terms Deliverable calculations; 5) 2 years of experience developing and maintaining a Repo calculation system for US treasury, Bond and TBills; 6) 2 years of experience developing and maintaining an Implied Pricing and Chaining system for futures; 7) 2 years of experience in Back Office management; and 8) 2 years of experience developing and maintaining a Value at Risk (VaR) system that can calculate VaR for a given portfolio of US Treasury cash or any future given confidence interval, days look-back, horizon.