Commodities Pre-Trade Pricing Senior Developer - Pune

The Applications Development Technology engineer is responsible for establishing and implementing a new Commodities Pricing Platform used by sales and traders for flow & exotic products focusing on the back end pricing, persistence and data processing services.

Responsibilities:

• Architect and develop the Commodities Pricing Platform with robust and scalable server side using Python and C#
• Work with the quants and traders on implementing linear and option product pricing, implied volatility & greek calculations as well as develop functionality in the UI to display the data in a consolidated manner
• Examination of existing trader spread sheets to understand pricing logic, and then translation of this logic to a functional technology solution
• As a delivery lead, work closely with various partners including business representatives (Front Office, Product Control, Market Risk, Finance, and Regulatory), quants, and other technology teams in a fast-paced environment dedicated to delivering business value enhancing the Commodities business competitive edge
• Deliver solutions in line with Commodities Technology electrification strategy
• Understand business and technology requirements, discuss with key stakeholders and prioritize deliveries
• Be involved to implementation, testing, documentation and release process as per business requirements and firm standards
• Work directly with developers, quant analysts and traders/sales to drive electrification within Commodities
• Collaborating with other global Commodities technology teams and more widely across markets technology

Knowledge/Experience:

• 12+ years of relevant experience required
• Experience closely working with Front Office and Quant teams, understanding their requirements and implementing solutions adhering to business needs
• Experience developing projects covering linear and option Pricing, Risk/PNL, RFQ, Trade Booking
• Strong commodities Business Knowledge
• Experience with building and maintaining robust and scalable platforms.
• Ability to work in a fast paced trading environment
• Experience working in multi phased projects with involvement from stakeholders and development teams across multiple regions

Technical Knowledge/Experience:

• Expert in one or more of these technologies: Python / Java / C# / C++
• Tibco / Rabbit MQ / Kafka / Solace
• Docker / Openshift / Kubernetes / AWS / Google App Engine
• Reuters / Bloomberg exchange integration
• MongoDB / Couchbase / Redis / GraphQL
• Grafana / ELK

Education:

• Bachelor’s degree/University degree or equivalent experience