SMBC Capital Markets Inc. is hiring a software engineer in the front/middle office development team. The position will support the trading, trade analysis, research departments in the New York office.
The candidate will need to independently design and write code in a variety of languages and tool-sets, as well as maintain or redesign existing systems. He or she will demonstrate a high level of problem solving skills, and communicate with traders and other front office staff as well as with other members of the system team to assess front office needs and design and maintain systems to support the business.
- Well-versed in .Net/C#, have an active interest in other computer languages and tools
- Able to reason mathematically about problems at the level of someone who has done advanced undergraduate or graduate work in a quantitative field, e.g.: analysis, linear algebra, differential equations, statistics and probability, discrete math, as well as a strong general problem-solving ability.
- Have superior communication and user-facing skills, the ability to explain complex problems and the maturity to solve problems directly & independently with front-office staff
- Have a good teamwork and strong work ethic.
Undergraduate or graduate preparation in computer science from a top-tier computer science program (or equivalent), and significant
(5+ years) practical work experience involving quantitative programming, preferentially in financial risk management, PnL reconciliation/attribution, and preferentially in fixed income products such as bonds, futures and OTC derivatives.
- OR undergraduate or graduate preparation in a quantitative field (mathematics, physics, engineering) and significant (5+ years)
practical programming experience.
This is a hands-on programming position, so we are seeking someone with proven design and coding skills who is capable of working in numerical areas, rather than a quantitative researcher who has done limited programming in support of that research.
- Familiarity with Microsoft Office technologies such as: Excel, COM
- Formal background/training in mathematical finance
- Proficient in Microsoft .Net/C#, preferentially professional experience in developing web services using ASP.Net
- Familiar with the database concept, coding with OLAP is a big plus
- C/C++ programming language and scripting language e.g. Python are a plus