Senior Scala Developer / Engineer for E Trading Rates system - with ION
$980 IC - Self Incorporated or $900 w2
Downtown, NYC West
A Contract position at the global Corporate and Investment Banking and Capital Markets division a major financial firm, provides a wide range of products and services to clients around the world..
Pay Options: IC - Self Incorporated or w2.
Contact Spencer Sotto. call (646)876-9544 / (212)616-4800 ext.220 or email email@example.com with the Job Code SS34125 or Click the Apply Now button ().
Location: World Financial Center.
Skills required for the position: SCALA, DATA STRUCTURES.
Optional (not required):ION, MQ, JMS, KDB, FIX PROTOCOL
Detailed Info: to do development, build components for an E-Trading Rates system that uses ION platform as their trading platform. This platform trades Canadian Government Bonds and Provincial Bonds, where the market isn't liquid so this system provides price quotes to RFQ systems like Bloomberg. They have built a statistical platform called "intelligent pricing" platform to work within this non liquid market to answer client's RFQs with a statistical price based on historical prices. They are getting ready to release this platform and the Quant Developer who invented it needs help on the technical side. The role is to build components to satisfy system requirements, IT production requirements and to do all the needed work that is technical around and with this trading system to help them release it into production. Their system is built in Scala
Development/Computing Environment: Must be a strong Scala Developer who does functional programming. Functional programming is a very specific style of programming that uses certain features in scala, but especially usability libraries around Data structures -since this developer is dealing with large volumes of historical values he / she needs to know about the libraries - candidates should know the "Cats" library, the "Kittens" library and "shapeless" and "FS2" which stands for functional stream libraries. There is a whole eco system around these libraries. Having this specific kind of Scala knowledge is a must. Work with the IT people as well to get this system ready to release and also do testing based on historical data.
Other Tech skills -
Ion is a strong plus - but you can also one of these instead - MQ, JMS, Solace or Kafka
They use KDB as a database, you should have some database, KDB is a strong plus.
FIX protocol is a nice to have.
The position offers competitive rate.
Job Id: 34125