c# and derivatives developer for hedge fund midtown

seeking a front office developer with at least 4+ years of development experience in the financial services industry.

You will be part of a small, agile team and responsible for designing and building pricing and risk management solutions for Risk management team and PM’s. The role requires working closely with users in the front office to build flexible high-performance solutions in the cash and derivatives risk and pricing space.

Responsibilities:
• Develop, enhance, and support the firm’s in-house risk management systems
• Liaise with risk managers and PM’s to understand business problems and develop IT solutions to meet their exact needs
• Collaborate with various technology teams to build reusable technology solutions and components.

Requirements:
• 4+ years experience developing pricing or risk software at banks or hedge funds
• Strong technical and development skills, preferably in C#, .Net, Python and SQL
• Knowledge of cash and derivatives products across one or more asset classes
• Knowledge of risk measures for cash and derivative products including duration, convexity, delta, gamma, vega, theta, rho etc.
• Good communication skills. The successful candidate will work closely with risk managers and pm’s to develop solutions to meet their needs.
• Strong team player
• Bachelor’s degree in Computer Science or Engineering

Pluses:
• Experience with curve construction, volatility surfaces, pricing, options, pnl, pnl attribution, trade
lifecycle management, correlation, scenario analysis
• Experience with Fincad (F3XML and Fincad’s Excel Api)
• Experience with DEVExpress DEVExtreme front end development tools
• Experience with RabbitMQ messaging
• Experience working with Bloomberg APIs for reference data and market data retrieval
• Web technologies – Angular, React, REST services, Web API, etc.