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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Monday, April 07, 2008