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Sr. Application Developer - Market Data
Ref No.: 17-00064
Location: New York, New York
 The Sr. Application Developer will work as a hands-on contributor focusing primarily on projects related to Market Data systems. Reporting to the Enterprise Architect, the successful candidate will be comfortable working directly with end users to gather requirements, identify issues, design and deliver front-to-back solutions. In addition to new development the objectives include enhancing the data processing platform by improving the quality, performance and usability of internal applications. As a senior developer the position will require working with several external data providers as well as with internally sourced market data. The rapid growth of our clients data generation capacity in recent years has driven new requirements for improved storage, transformation, and downstream connectivity.
The candidate will need to manage multiple interests while balancing tactical and strategic goals.  He or she will be expected to draw on past experience to develop creative solutions and work collaboratively with others to lead projects through the full software development life cycle.  

DETAILED DESCRIPTION:
As data has increasingly become a differentiating factor among market participants our client strives to be on the forefront of technology focused decision support systems and productivity tools. Our client is in the process of building and enhancing an integrated set of internal and external systems with analytics that depend on reliable data from a variety of sources. The acquisition, storage, aggregation, analysis and distribution of this data is central to our clients technology platform.
 
The candidate will be expected to design systems with an eye toward our clients long-term data architecture vision, utilizing agreed upon standards and technologies. Legacy internal systems were generally built for the Microsoft stack (C#, ASP.NET, SQLServer) but more recent development has leveraged open source technologies (Python, Linux, Hadoop, Kafka/Confluent, Redis, Elasticsearch).
 
The Senior Application Developer will be involved with several current IT projects spanning multiple departments. Examples of focus areas for these projects include:
  • Real-time market data
  • Automated research data capture and data mining
  • Distributed streaming platforms
  • Processing hedge fund reference and performance data
  • Optimizing designs, architecture and code to take better advantage of big data and messaging tools
  • Improving overall production stability, system responsiveness, and scalability
 
KNOWLEDGE AND SKILLS REQUIRED
  • Business Knowledge/Quantitative Skills
    • Experience working with financial data and data warehousing systems
    • Working knowledge of financial instruments including fixed income, equities, currency derivatives, and alternative investments
    • Knowledge of third party data and analytics providers such as Bloomberg, Reuters, IDC and their respective APIs
    • Ability to understand core business processes, analyze business problems and translate business needs into detailed technical requirements
    • Demonstrated ability to partner with internal clients (business groups) to gather detailed requirements in order to plan, develop, install, test, and maintain high-quality, effective data driven systems
    • Experience with Managed Data Services or Master Data Management systems is a plus
    • Familiarity with Machine Learning algorithms such as clustering and deep neural networks is a plus
 
 
  • Communication
    • Excellent interpersonal and communication skills are essential to interact with all levels of management, end users, quant developers, and IT team members
    • Proven technical writing skills, the ability to summarize and clearly articulate complex issues/technical documents utilizing the Microsoft Office suite, Jira and Confluence
 
  • IT Knowledge/Experience
    • Demonstrated experience working as a financial systems developer
    • Strong knowledge of SQL Server 2008R2/2012/2016 Database Engine
    • SQL development skills - experience working with views, stored procedures, user defined functions, query optimization
    • Object oriented development skills; experience in Python
    • Background in enterprise messaging systems or message queues
    • Experience with source code control and continuous integration
    • Comfortable working in Excel
    • Adoption of Agile development methodologies
    • Knowledge of numerical libraries such as numpy, pandas, scikit is a plus
    • Experience with NoSQL databases is a plus
    • Familiarity with ETL tools (e.g. Talend, SSIS) is plus
 
  • Decision Making/Problem Solving
    • Demonstrated clear, analytical thinking and sound judgment
    • Ability and desire to make timely decisions based on analysis
    • Demonstrated strong problem solving capabilities
 
  • Initiative and Teamwork
    • Ability to direct oneself with minimal supervision and work together with multiple stakeholders and IT team members to successfully deliver projects
    • Desire to work in a relatively level working environment where reporting lines are not necessarily hierarchical
    • Willingness to take responsibility for getting things done
    • Ability to multi-task
    • Strong work ethic
    • Ability to function as technical lead on projects
 
  • Testing/Implementation
    • Perform unit and integration testing of code to meet requirements and make corrective changes as necessary
    • Coordinate with IT Operations team to implement code changes/new systems, including providing proper documentation and procedures
    • Manage releases/versions of code