Understanding of user requirements from the operations group; Developer/Analyst will work closely with the business lines to create a new suite of products in C++ for the investment community.
Development of functional and system enhancements.
User back up and support where required.
Involvement with Disaster Recovery tests and system reviews.
The system being developed will allow products and services to be margined on a single platform, offer more efficient margin to clients by systematic cross margining, calculates margin based on different hedging strategies, optimizes margin requirement by comparing all combinations of positions against all available strategies.
Experience: C++, STL (Standard Template Library), ATL/COM, COM+ or MTS
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