Commodities Pre-Trade Pricing Senior Developer - Pune
Citi
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
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Job Family Group:
Technology------------------------------------------------------
Job Family:
Applications Development------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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