Our client is one of the world’s premier financial services firms. The role is primarily to develop a realtime market data feed and the infrastructure around it including the downstream real time feeds and end of day feeds. In addition, we will also be building feeds from other market data vendors and brokers. The ideal candidate will have experience with Reuters and fixed income market data.
The Market Data Platform is a strategic project to manage all real time and end of day market data for fixed income desks. This includes all market data feeds, databases, data validation/aggregation services, management tools, and downstream publishing.
The development environment is primarily C#.
C# is used both on client and server.
· Visual Studio 2010/.NET 3.5 + Resharper + NUnit
· Winforms / Dev Express Grid Controls
· WCF / Tibco for Messaging
· Protocol Buffers for Message Serialization
· Extensive LINQ / LINQ to SQL
All development also uses:
· Hudson (Continuous Tests / Builds + Release Management)
· Murex Risk / Accounting System Integration
· SQL Server DB (also SYBASE for Murex integration)
· Strong server-side C# development experience (specifically WCF and LINQ)
· Market data development experience, ideally with fixed income products
· Database Development
· Test-driven development
· Strong communication skills
· Java Server-side Development Experience
· Fixed Income Systems Development Experience
· Tibco Messaging / Protocol Buffers
· Multithreading / Synchronous Programming (UI + Core)
· Inversion of Control Frameworks (e.g. Spring Framework)
· SQLServer / Sybase Database Development