Saturday, June 5, 2010

C#/.Net Developer Bond/CDS Trading

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This is an exciting opportunity to work as part of a small team developing the user interface system for all of Clients front office credit trading. This system is aimed solely at traders, and is a greenfield development started in 2008. Bond and CDS trade management and risk have been released successfully in 2009. The focus is now on moving other fixed income products.

Over the last 2 years the technology team has undergone a similar transformation; a single strategy is now in place across Short Term, Loans, Flow/Distressed, Emerging Markets and Structured Credit businesses and technology teams. Much of the ground work has been done, and the team are beginning to deliver specific components of the framework, independently and seamlessly.

We are looking for exceptional engineers, across a number of areas, who have the intellect, dynamism and delivery track record to allow us to replace the majority of the technology landscape at the Client over the course of the 2010-12 period. This makes the Client one of the few green-field development opportunities remaining in Credit Derivatives today.

For historical reasons, the Client has a large number of disparate systems in the Credit area. The overall aim of this project (Trader Workstation) is to provide one integrated user interface that a trader can use to do their job daily. This will incorporate trade booking and management functionality, risk generation and reporting functionality, and pricing and structuring capability. Eventually this system will be used by all credit traders in the company for all daily work.

To achieve this aim we have a number of core systems on the server-side under development, including separate systems for trade management, risk generation and pricing, and risk reporting. Trader Workstation will incorporate user interface components that use these server-side systems as appropriate, presenting one unified view of the world to the trader.

Clearly as the project progresses we need to move existing businesses onto this new platform, which will involve retiring existing systems. This means that user interface functionality that exists in legacy systems will need to be migrated to the new platform.

The Business
As mentioned above eventually Trader Workstation will cover all of the Clients credit business areas. These include flow bond and credit default swap trading, correlation trading (synthetic CDOs), other exotic credit derivative trading (e.g. perfect asset swaps, asset-backed securities), and emerging markets credit trading.

The System
Trader Workstation is purely a user interface project written in C#. We use .Net 3.5 Windows Forms.

One of the key aims of the Trader Workstation is that independent development teams can develop user interface components and plug them in easily. They should also be able to release them independently (i.e. without changing any of the rest of the code). To this end the core underlying framework is based on Microsofts Composite Application Block/Smart Client Software Factory (CAB/SCSF).

We have continuous builds running from our SVN repository, all code is covered by unit tests written using NUnit.

The Team
This role is part of the user interface team for the Trader Workstation as described above. The teams primary focus will be the build of the credit trading user interface, which includes such things as:
# Base functionality for modelling trades in the client
# Server-side connectivity support
# Base functionality for trade management and pricing screens
# Incorporation of risk management and reporting capability into Trader Workstation
# Support for client-side market data display and manipulation

Key Responsibilities
The ideal candidate must know C# well and must have prior investment banking experience. Must have worked in dotNet technology for 3+ years and 5+ years of IT experience.

The job will involve development of the Trader Workstation user interface for credit trading.

Development Value:
This job is a good opportunity for a candidate to work as part of a small high-quality team developing a Front Office Trading and Risk Management user interface using the latest technologies. This is thus an opportunity to learn how strategic trading systems are built at a large organization, as well as about industry best development practices.

It will also provide an excellent chance to learn about trading businesses in general and specifically the credit business. The role will involve exposure to and ad-hoc training on a wide variety of credit instruments. Candidates with prior knowledge and a strong appetite for learning more about the credit domain will be preferred.

Person Specification
Knowledge/Experience:
Banking experience, with trading floor exposure is essential

Skills:
# Excellent knowledge of C# gained in a professional environment.
# Understanding of associated concepts (object oriented programming, design patterns, dependency injection)
# Exposure to Windows Forms development
# Ideally some knowledge of the Composite Application Block (CAB) and/or Spring.Net, but this is not essential.

Qualifications:
Strong academic record, ideally with a good degree

Competencies:
Good communicator, able to work collaboratively. The job will involve extensive interaction and collaboration with other development teams working on the various components of the project.

This will also involve interactions with business analysts and traders. Any prior trading floor interaction experience will be valuable.
Requirements .Net 3.5, C#, CAB, Spring.net

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