Software Engineer II
Company: Bracebridge Capital, LLC
Location: Boston, MA
Posted on: May 9, 2018
Job Description:
Working under the direction of Principal Software Engineer, will
be responsible for various aspects of application development for
our trading and risk management platforms, including
requirements definition, design, development, testing, implementation,
mentoring and maintenance; learning existing application, data acquisition,
risk management and database frameworks; developing new applications
in the approved technologies that meet all requirements; maintaining
and enhancing existing applications; implementing additional test
cases covering new and existing functionality for web portal
applications; developing and maintaining software to receive, normalize,
process and distribute real time market data; designing and implementing
Risk Loading and Fetching System; designing and implementing
database infrastructure for improved scalability, performance, and
functionality; evaluating exchange and vendor data specifications, developing
systems to interpret and integrating this data into our databases,
applying business rules, distributing the data to consumers, developing
data APIs to allow consumption of this data by traders and quants, and
ensuring all related systems are operating reliably and efficiently;
assisting with defining the processes and implementing end-to-end
projects, including liaising with trading desks, quants, and data
providers (Bloomberg, Intex, JP Morgan, Citi and Morningstar); maintaining
and developing core analytics library used to price financial
instruments traded by the funds; maintaining and developing infrastructure
used by our core analytical platform and application; liaising and
collaborating with R&D group members and trading floor analysts;
coordinating production processes and responding to faults/failures; ensuring
QA readiness of software deliverables; and planning and conducting
system testing. Education and Experience: Bachelor’s degree (or foreign education equivalent) in Computer
and Information Science, Computer Science, Engineering,
Information Technology, Information Systems, Mathematics, Physics, or a
closely related field and three (3) years of experience in the job
offered or three (3) years of experience developing investment trading,
risk analysis, and reporting applications within an investment
management environment. OR Master’s degree (or foreign education equivalent) in Computer
and Information Science, Computer Science, Engineering,
Information Technology, Information Systems, Mathematics, Physics, or a
closely related field and one (1) year of experience in the job offered
or one (1) year of experience developing investment trading, risk
analysis, and reporting applications within an investment management
environment. Skills and Knowledge: Candidate must also possess: • Demonstrated expertise developing investment portfolio
reporting and risk analysis applications, including risk calculation engines,
for hedging and trading, within a .Net environment. • Demonstrated expertise designing and developing
statistical computation functionality using SQL and C++. • Demonstrated expertise in object oriented programming using C#
and JavaScript, multithreaded programming using C#, and designing
parallel and distributed systems frameworks using Akka.NET. • Demonstrated expertise designing and developing
client/server investment management applications that monitor Constant
Maturity Swaps, Calendars, Forward Volumes, Skew, and Breakevens using
JavaScript, .Net, and C# within a PostgreSQL and SQL Server environment. [Expertise may be gained during Graduate program.] Interested applicants must submit their resumes, with reference
to the job title in the subject line, to: humanresources@brcap.com.
Keywords: Bracebridge Capital, LLC, Arlington , Software Engineer II, Securities / Investment , Boston, MA, Massachusetts