Be Part Of A High-Performing Team

Join a sophisticated capital markets technology organization supporting Fixed Income and OTC derivatives across the complete trading lifecycle. The team works across trading, operations, risk, treasury, accounting, regulatory, and technology functions supporting high-value swaps and rates products.

This is an opportunity for a hands-on Python developer who understands not only how capital markets applications are built, but also how swaps move through front-, middle-, and back-office systems from execution through maturity.

What’s In Store For You

• Contract-to-convert opportunity.
• Hybrid role based in Charlotte, North Carolina.
• Work directly with Fixed Income and OTC derivatives technology.
• Exposure to front-, middle-, and back-office systems.
• Work with complex swaps, cash-flow, collateral, settlement, and regulatory processes.
• Collaborate with developers and capital markets business stakeholders.

How You Will Make An Impact

• Develop Python solutions supporting Fixed Income and OTC derivatives applications.
• Support systems covering trade execution, capture, confirmation, valuation, settlement, accounting, and regulatory reporting.
• Work with interest rate swaps and related derivatives throughout the complete trade lifecycle.
• Develop backend services, APIs, web services, and data-processing solutions.
• Write complex SQL for transaction validation, reconciliation, data analysis, and issue investigation.
• Support swap lifecycle events including amendments, cancellations, novations, unwinds, resets, and maturity processing.
• Work with cash-flow, collateral, margin, settlement, and derivatives payment processes.
• Trace trades and transaction data across front-, middle-, and back-office systems.
• Translate complex capital markets workflows into reliable technical solutions.

Do You Bring Proven Success in Python Development and Swaps Technology?

• Five or more years of hands-on Python, backend, or application development experience.
• Strong Python coding skills and ability to complete a technical coding assessment.
• Direct Fixed Income Capital Markets experience.
• Strong understanding of interest rate swaps and OTC derivatives.
• Ability to explain vanilla swap economics, including fixed and floating legs, notional amounts, rate resets, payment frequencies, spreads, and day-count conventions.
• Strong understanding of the swaps trade lifecycle from execution through maturity.
• Familiarity with trade events such as cancellations, cancel/reissues, novations, and unwinds.
• Experience across front-, middle-, and back-office capital markets workflows.
• Strong SQL and transaction-data analysis skills.
• Experience with backend services, APIs, web services, or data-driven financial applications.
• Knowledge of confirmations, clearing, collateral, settlements, cash flows, payments, accounting, or regulatory reporting.
• Familiarity with platforms such as Murex, Sophis, Charles River, Summit, Aladdin, DTCC, Omgeo, or similar capital markets systems is highly valued.
• Availability to work in a hybrid model in Charlotte, North Carolina.

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