Monday, April 07, 2008

Excel/VBA Developer (Fixed Income Analytics) in New York, NY

Monday, April 07, 2008
The purpose of this role is to participate in design, development, deployment, and support of analytics components as a member of the Global Fixed Income Analytics team. This New York-based position requires the ability to come up with independent ideas and work effectively within a global team split across several different locations and time zones.

Primary Objectives
. Partner with Fixed Income application teams to deliver robust, scalable, accurate analytics solutions to the business
. Participate in design, development, testing, packaging, and deployment of analytics API and underlying analytics components
. Investigate and resolve pricing discrepancies between standard market sources and results produced by analytics components
. Provide development support and documentation for the clients of analytics components
. Ensure high architectural standards, quality, and backward compatibility of analytics components
. Participate in evaluation of third party analytics libraries to make buy vs. build decision
. Provide standard translation layer converting static and market data into the standard format defined by analytics API

Experience: Technical Skills
. Extensive experience working with Fixed Income analytics libraries (both vendor and in-house)
. Experience developing, maintaining, deploying, and supporting Fixed Income pricing and risk applications
. Expert level experience with Excel Add-In development
. Expert level experience programming in VB/VB.NET/VBA
. Experience with Open Bloomberg API desirable
. Experience with object oriented languages and design patterns desirable
. Experience programming in Java and/or C++ desirable

Business Skills
. Experience working with quantitative analysts and developers, traders, and risk management
. Good understanding of Fixed Income bond analytics (such as vanilla USD- and non-USD-denominated, emergent market, floating and amortizing instruments)
. Understanding of mortgage analytics desirable
. Experience working on a large project in a global team

Core Behaviors
. Ability to work effectively with team members located in different countries and time zones
. Good communication skills, with an ability to liaise with end-user and quantitative developers and business clients
. Maintains client expectation without sacrificing deadlines and quality
. Ability to break large problems into well-defined and manageable tasks
. Copes with change and ambiguity while devoting best effort to ensure continued cooperation and teamwork

Interested candidates, please email a Word version of your resume to darren(DOT)bakay(AT)ajilon(DOT)com.

***Adecco/Ajilon is an Equal Opportunity Employer (EOE).***


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