Fixed Income Risk System Developer (C++, Java, Angular)

Stack

Responsibilities

• ▹Develop and enhance large-scale distributed systems that calculate and report intraday and end-of-day risk, P&L and market scenarios
• ▹Build solutions for trading desks, senior management, controllers and market risk teams
• ▹Contribute to greenfield projects redesigning pricing and workflow applications for salespeople and traders
• ▹Develop and modernize front-to-back risk scenario infrastructure, including solutions supporting regulatory requirements such as FRTB
• ▹Improve market data and marking systems within a strategic cross-asset platform
• ▹Design and develop APIs that let other internal systems access pricing and risk analytics programmatically
• ▹Provide technology coverage for the Macro business in EMEA, working with Sales & Trading, desk strategists, Operations, Controllers, COOs and Market Risk teams
• ▹Collaborate with global Interest Rate trading desks
• ▹Own complex technical problems across the full software development lifecycle, from analysis to delivery

Requirements

• ▹Bachelor's degree or higher in a computational or quantitative field such as Computer Science, Mathematics or Electrical Engineering
• ▹Openness to Fixed Income markets, financial models and risk management
• ▹Experience developing financial risk calculation systems, risk management platforms or trading tools
• ▹Experience with distributed and/or cloud computing
• ▹Strong Java and/or Scala development experience, including performance tuning
• ▹Full-stack development experience with web technologies such as HTML5 and AngularJS
• ▹Programming experience with C++
• ▹Experience with array programming languages and technologies such as KDB/Q or A+
• ▹Understanding of DevOps, CI/CD and continuous development principles

Nice to have

• ▹Previous experience in a trading, investment banking or financial technology environment

Soft skills

What we offer

• ▹Continuous learning opportunities
• ▹Open, transparent team culture

About the company

The Qualysoft Group was founded in 1999 in Vienna. It is a manufacturer-independent IT consulting and services company serving financial services, telecommunications, automotive and energy clients with innovative IT solutions. Over 400 employees work in 6 subsidiaries.