Seeking a Senior Programmer Analyst to design and implement enhancements to a sophisticated risk management system.
Functional areas of this system include trade capture,
pricing models, profit and loss, reference data,
and market environment.
This candidate will work closely with front and middle office teams to develop business requirements for new system implementations.
The business supported will be performing trading and risk management on behalf of clients.
The range of financial products spans all asset classes, including government and agency debt, mortgages, loans, corporate bonds, equity shares, equity derivatives, interest rate swaps and swaptions, interest rate futures, and bond and interest rate options.
Responsibilities:
Extend the Risk Management System by implementing new pricing models and/or risk measures.
Provide end user support helping with break / fix work as well as evaluate and develop user enhancement requests.
Manage enhancement work from idea / specification phase through deployment.
The ideal candidate has strong financial product knowledge, good understanding of pricing methodologies and risk measures, recent experience developing large scale Trading and Risk Management applications, excellent problem solving skills, interest in working within a team structure, positive attitude, and thrives in a dynamic business / technical
environment.
Experience: Essential Skills:
. Excellent C/C++
. Solaris, Linux, Sybase, Excel/VBA
. Strong / Clear Communication skills
. Experience with Rational UML design tools and
methods. OO Design Patterns.
. Very good financial instrument knowledge and
buy-side investment management
experience.
Nice to Haves:
. Java and/or Perl experience
. J2EE, XML, EJB, JSP, WebLogic
. Experience with CMM practices.
. ClearCase
To Apply to this job go to http://www.GadBall.com or click here