Market Data Modeler / Developer
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POST DATE 8/11/2016
END DATE 12/19/2016
New York, NY
JOB DESCRIPTION* EXPERIENCE MODELING DATA, PREFERABLY IN A FINANCIAL CONTEXT.
* UNDERSTANDING OF FINANCIAL SECURITIES AND HOW THEY ARE MODELED, I.E. EQUITIES, FIXED INCOME, OPTIONS, FUTURES.
* STRONG KNOWLEDGE OF SQL (THIS INCLUDES A WORKING KNOWLEDGE OF PL/SQL FUNCTIONS, PACKAGES, PROCEDURES AND ANALYTICAL FUNCTIONS).
* 3-5 YEARS OF EXPERIENCE WITH PYTHON OR COMPARABLE PROGRAMMING LANGUAGE.
* Knowledge of DERIVATIVE ASSET CLASSES (OPTIONS, CDS, MBS, INDICES)
* Experience fetching data using market data provider APIS (BLOOMBERG, EXCHANGE DATA AND REUTERS)
* Experience in LINUX / UNIX
* Working knowledge of web services and RESTFUL APIS.
Our Company has a wide client base investing across a broad range of markets and asset classes. We are seeking a MARKET DATA MODELER & DEVELOPER who can develop solutions to manage and grow this vast amount of asset data and complexity. We are looking for someone who can model market data and securities reference data and strategically develop our internal security master and reference data platform.
The candidate will be required to work closely with our client service teams, product teams and developers. The candidate will be expected to understand and design technical solutions for multiple asset classes. Additionally, the candidate will be expected to translate and implement business requirements around financial instruments into functional and scalable solutions.