CP Pricing Developer
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About RBS Natwest Markets:
NatWest Markets puts its customers at the center of the way it does business, so working with the bank is easy and rewarding.
The bank is organized around providing the right solution to meet its customers’ needs. It anticipates emerging issues and provides depth of insight and innovative ideas. Genuinely integrated, cross-product teams are enabled to provide holistic, customer-centric solutions while its automated execution provides a seamless customer experience. NatWest Markets ability to access global markets benefits all of its customers.
Centralized Pricer (CP) is a global, high-performance, real-time pricing and electronic trading platform used globally by trading desks across multiple asset classes. The US Treasury and Agency Pricing team builds out functionality specific to the local trading desks that focus on Treasury, Agency Bonds and Derivatives. The candidate would be focused on this ongoing work and associated requirements.
The Pricing team focuses on CP's core price generation including hedge and fair value. The pricing component within CP is central to all other components. It generates the price/hedge that is fed to other CP components, ultimately being used for eTrading, P&L, risk, ECN price contribution, and for display to trader desktops. Current focus is on accuracy and performance as the fixed income market moves towards a lower latency environment.
The global CP team contains 60 developers and consists of development centers in Stamford, London, India and Singapore. The CP system is Java server side, C#/WPF client-side, persisted to a Sybase database.
Despite the complexity of the system we have a fast development turnaround, enabled by a strong development team. Our release lifecycle consists of frequent small releases based on iterative/agile development methods with a great deal of responsibility placed on individual developers.
The role is for a Java developer working as part of a local development team. The candidate will be responsible for design, development and implementation tasks on a large-scale, multi-tiered Java application called Centralized Pricer as part of a larger, global team.
Solid understanding of the fundamentals of Java programming - multithreading, OO, distributed computing, message-based architectures.
Core Java server-side development (2+ years)
Experience in a structured environment such as software house or large team.
Application development involving an understanding of the user domain, rather than just implementing technical solutions.
Development experience on a large complex codebase
Experience working and developing software in a real-time environment.
Solid Fixed Income pricing knowledge required, especially for bonds.
Python and/or KDB a plus