Location: Bucharest, Romania
One of our clients is the Investment and Corporate Banking subsidiary of a highly-reputed global Tier-1 bank with over 7000 employees in their service. One of the top five largest banks in North America, this institution manages assets of over $650bn and is renowned for being a trusted partner with a consistently high capital base and established presence in all the mature Capital Markets worldwide.
This client is undergoing a radical change program to modernise and produce a cross-asset externalised pricing and risk framework across their Vendor system landscape. Recent world-class appointments within senior technology and business management are heading the drive for major change within Equity Derivatives IT alongside the enterprise-wide program.
The client’s Sophis platform is currently used for this asset class. Some of the existing pricing and risk functionalities will be externalised and fed into a new pricing and risk engine written in C#. The two platforms will continue to run alongside each other, and Phi Partners will be working on modernising both during Phase One of our long-term Change service we are delivering across the business with our Equity Derivatives and XVA Analytics teams.
We are looking for a Senior C++ / C# Developer to join our team of 6 delivering Change and Run for the client’s Equity Derivatives division. They will work under the guidance of a Principal Sophis Toolkit Developer who will provide mentoring, senior expertise and leadership within the nearshore team delivering various projects.
Currently the instrument definitions and market data are stored inside the Sophis application whilst most of the pricing is undertaken in an external analytics library. One key project will be to lift the definitions and data into a central depository so that they can be called on by Sophis for position keeping, IBOR and risk reporting.
Additional projects will include the creation of a direct interface between MarkitWire and Sophis and the externalisation of some of the risk metrics. The two Senior Sophis Developers will be expected to contribute to project planning as well as undertake Business As Usual responsibilities.
- We require a graduate of technology, finance or mathematics with a proficiency in both C++ and C#.
- Experience with RESTful Web Services and Oracle will be beneficial, as will any exposure to Sophis / Fusion Invest or Markitwire.
- An understanding of the equity derivatives products traded in the Capital Markets space, e.g. Options, Futures, Swaps, CFDs – as well as an idea of the business flow for Front Office, Back Office and Risk would be a bonus.
- The developer must have experience of the full software development lifecycle.
- Finally, the developer must be a good team player with a positive attitude and an ability to successfully multi-task.
This is a unique opportunity to join a world leading Capital Markets IT consultancy, working with some of the best technically minded professionals in the industry.
You will be mentored by leading Sophis experts working for Phi Partners at one of the most elite global banking organisations and play an integral role in their technology transformation over the next five years.
This is a unique opportunity to join a world leading capital markets technology consultancy, working with some of the best technically minded professionals in the industry presently. You will gain unrivalled commercial experience with Phi Partners and one of the world’s most exciting and best banking organisations and play an integral role in their transformation over the next five years.