Software Engineer - Reference Data Platform

The Fixed Income Applications development team is focused on building and supporting a reference data system. The team’s responsibilities span request/response-based metadata distribution for various financial products (bonds, futures, options, FX spots/forwards, deposits, swaps, commodities, swaptions, cdx, cds, equities, etc), dealing with batch and on-demand security creation and updates, building infrastructure for keeping the metadata current and accurate, and providing multiple means of dissemination to downstream systems (such as analytics, risk, and trader systems). While not a low-latency system, it is perceived as a high availability cluster capable of serving both existing securities and securities created upon request based on external metadata.

Team members interact directly with operations teams and other technology teams, so solid communication skills are essential. The team owns the entire software lifecycle, from requirements and design, through implementation, to production releases and support. Release cycles are tight, so in addition to strong development skills, you must have demonstrated the ability to adapt to changing conditions and learn quickly.

There are no business analysts on the team, so we expect developers to have sufficient business and product knowledge to understand the requirements on their own. That being said, this is not a particularly Quantitative role – there is a separate Analytics team that undertakes valuation and related work. We focus more on building up and supporting the technical infrastructure.

Required Skills/experience

• 4+ years of professional experience with Java
• 3+ years of SQL database development skills
• Solid grasp of Multithreading, algorithms, and data structures
• Familiarity with event streaming platforms like Kafka, RabbitMQ, etc
• Results-oriented, can deliver quality code with quick turnaround
• Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure
  
  

• Fixed income product knowledge would be a plus
• Spring/Spring Boot experience
• Experience with vendor feeds (Bloomberg SAPI/BPIPE, Markit)
• Distributed caching (e.g., Hazelcast, REDIS, Memcached, Ignite, Ehcache, etc.)
• Python experience for unit testing and scripts