Financial Software Engineer

Company: Numerix
Location: Santa Fe
Posted on: November 22, 2022

Job Description:

About Numerix

We are Numerix, an award-winning fintech company that provides services and solutions to corporate clients on a global scale, present in over 26 countries with a network that spans over 700 clients and 90 partners.

Our mission is to upend existing technologies and business processes via leading-edge technology, to give clients a strategic advantage in their markets and enable them to make profoundly profitable shifts in business strategy. It is our goal to push boundaries to create breakthrough technology that digitalizes business processes and helps clients reimagine their risk.

As a team:

We are an unconventional, diverse and supportive team happy to help you to learn, grow, and advance in an innovative culture that embraces your individuality. As part of our team, you will be challenged and rewarded while surrounded by highly driven and passionate people.

CrossAsset Team

As a member for the CrossAsset team, you will be helping to make the industry leading pricing and risk engine across multiple platforms and in the cloud. Numerix handles pricing and risk for hundreds of financial institutions around the world, and all of it goes through CrossAsset. You will:

* Develop financial modeling software primarily in C++ on Windows and Linux.
* Work with a geographically distributed team using email, chat, voice, video.
* Write, test, document and ship software used constantly every day.
* Use solid software development practices with Jira, code reviews, sprints, coordinated releases.
* Build areas of specialization while helping where needed.

The ideal candidate will have:

* Extensive development experience with modern C++.
* Experience with Java, Python, .Net, Excel.
* Development experience on Windows and/or Linux, including the native IDEs, debuggers, build systems, performance analysis.
* Skill with software design, patterns, and practices, and the ability to communicate clearly about them verbally and in writing.
* Experience with software version control systems, particularly subversion and/or git.
* Experience with software development management tools like Jira.
* Development experience with numerical modeling, curves and surfaces, solvers.
* Knowledge of financial market representations, such as yield and dividend curves, volatility surfaces, stochastic models.
* Knowledge of the representation and pricing of financial instruments across different asset classes like interest rates, equities, foreign exchange, credit, commodity
* Knowledge of financial risk associated with portfolios of such instruments.

As a part of Numerix LLC you will work with people around the globe and across disciplines, and receive:

* Generous vacation time and explicit mental health days.
* Flexible working options as we encourage a healthy work-life balance
* Competitive salary & annual performance-based bonus

We're looking for a candidate in North American time zones, preferably for one of our existing development offices in New York City, Vancouver, or Santa Fe.

Numerix values diversity. We're proud to be an equal opportunity employer and consider qualified applicants without regard to Age, Disability, Gender Reassignment, Marriage or Civil Partnership, Pregnancy and Maternity, Race, Religion or Belief, Sex.

Keywords: Numerix, Santa Fe , Financial Software Engineer, Other , Santa Fe, New Mexico