Our direct client seeks a strong C# developer with excellent communications skills.

The candidate is expected to have strong mastery in C#.NET language, has in-depth working knowledge on developing enterprise-class applications, understand best-practices involving distributed architecture based around the .NET framework. This role requires firm discipline and strong exposure in large-scale software development processes.

The candidate is expected to have strong mastery in C#.NET language, and requires firm discipline and strong exposure in large-scale software development processes. Candidate needs to have good appreciation of the financial and statistical mathematics for Fixed Income instruments such as bonds/swaps/swaptions to aid in the interpretation of requirements, development and testing.  The candidate will be involved in .NET windows application development based on MVC patterns utilizing industrial standards GUI libraries such as Infragistics/ChartFX. The candidate will need to have in-depth working knowledge on developing enterprise-class applications and understand best-practices involving distributed architecture around .NET remoting and webservice technologies. Candidate will be required to create new research analytics by converting prototypes developed from Excel VBA/MATLAB and integrating them with in-house common analytics via C#. Candidate will also be involved in enterprise applications integration to multiple heterogeneous data sources and publishing feeds via TIBCO EMS.

 This Role suits an experienced Fixed Income developer/ supporter who is interested in expanding their knowledge around Quant Modeling. A minimum of 8 years experience in C#.NET development and 4 years in Fixed Income markets is required.

Activities: What does the jobholder have to do?

·        Creation of adapters for each underlying heterogeneous data sources, ie. Emerging

         Market(Xenomorph), Tokyo RV (Sybase), London and US RV databases

         (MSSQL).

·        Creation of access for the bulk transfer of multi-market, multi-instrument,

         timeseries data across multiple data sources.

·        Creation of feeds for all underlying data sources to be published via in-house

         messaging middleware based on TIBCO.

·        Conversion of Excel VBA/MATLAB logic and Integration to in-house common

         analytics via C#.

·        Creation of an integrated database for meta-data storage and consolidation of

         subsets of data from multiple data sources.

Key deliverables: What are the key outcomes and what does the jobholder have to produce (objectives)?

·        Technical Documentations and Test Plans.

·        Code Development.

·        Test Execution.

Scope of Role: What decision is the job/ role responsible for?

·        Analyzing requirements.

·        Make assessment on development effort.

·        Applications development for Rates Research applications.

·        3rd line support for production.

·        Provide quality assurance on development.

·        Training and Knowledge Sharing.

·        Maintain constant dialogue with global IT team in terms of development sharing  

         globally.