Senior C# Developer

Capula Investment Management LLP is a global investment manager focused on innovative strategies that aim to exhibit low or negative correlation to traditional equity and fixed income markets. Headquartered in London, the firm manages absolute return, enhanced fixed income, macro and crisis alpha strategies.

Responsibilities:

Overall purpose of the job:

• To develop, maintain and support software for the Front Office.
• A successful candidate will be expected to assist on a variety of projects to support the front office and develop pre-trade systems used for evaluating relative value trading strategies
• Using persistent and in-memory databases and grid computing to process large quantities of static data, instrument prices, rate curves and volatility surfaces.

Requirements

• MSc in Computer Science
• Excellent command of C# and the .NET platform.

• Able to thrive in a fast paced, demanding environment. Able to remain calm in volatile markets.

• Python, C++, Matlab, R

• SQL Server or PostgreSQL, RabbitMQ or Kafka, Memcache or Redis.

• Familiarity with compilers and formal languages.

• A deep knowledge of Interest Rates financial products like swaps, swaptions, bonds, bond futures, bond repos, etc. is highly desirable. 

• Other financial markets like Equity, FX, Commodities, etc.

Last updated on Jul 15, 2024