My client is one of the world’s leading financial software hubs at the forefront of international financial information. After consistent growth and with innovative views to expand they are now looking to bring on board a C++ Senior Software Developer within the Derivatives Application space. These plans to expand in the derivative space are to create a one stop shopping tool for market professionals with a system that includes structuring, pricing, data, valuation, and risk and lifecycle management for a wide variety of derivatives and structured products to compliment their strengths in connectivity, and market data. Therefore, in order to build this system the Derivatives Application space is ideally looking for a highly technical, hands-on developer with deep financial knowledge within the interest rate derivatives, equity derivatives or market data space. The successful C++ Senior Software Developer will look to assert their skill-set set on a large team of developers as the technical guru and provide dynamic and innovative ideas to drive these initiatives forward. The group is rapidly growing and expanding its coverage into the pricing and structuring of exotic swaps and options, caps and floors, range accruals, asset swaps, structured notes, volatility sensitive products and convertible bonds as well as building an evaluated pricing service and cross-asset risk system.

C++ Senior Software Developer/Technical Lead – Derivatives Application, New York, NY will require the following skill-set;

• Strong and extensive C++/C/UNIX development skills
• 2+ years of designing and developing software to structure, analyze and price derivatives
• Experience with industry standard tools for code coverage, debugging, performance profiling, memory management, and code coverage. For example dbx, Purify, Quantify
• Experience with at least one source code management tool such as CVS, Clearcase, Perforce, etc
• Good understanding of derivative products such as swaps, exotic options, FRAs, convertible bonds, futures, structured notes
• 5+ years of professional software development
• Strong communication skills
• Strong problem solving and analytical skills

Responsibilities for C++ Senior Software Developer/Technical Lead – Derivatives Application, New York, NY;

• Design, code, implement, and test new features and modules in interest rate, structured notes or convertible bonds applications.
• Work with product managers to translate and understand accurately product specifications
• Project management including estimation, scheduling, milestone tracking verification, risk management, and project status reporting.
• Responsible for bug fixing issues with the software applications.
• Mentoring junior developers.

This is a fantastic opportunity for an experienced developer to come on board a worldwide prestigious firm and really have their highly technical skill-set valued amongst a group of exceptional developers. As technical lead of a brand new project, building a system with the derivative space there is scope to apply very new and dynamic ideas to a series of products. Top performers are always rewarded with unbeatable bonuses and benefits.

To apply for this position please contact cplusplus@selbyjennings.com or call 212 231 8223

Key Skills: C++, Unix, STL, Boost, Debugging, Multithreading, Interest Rate Derivatives, Communication, Computer Science, New York, USA