Core Requirements
- Must possess 5+ years of industry experience in application software development, at least 3 of which should be in the financial industry focusing in Mortgage Backed Securities and other fixed income products/derivatives/risk technologies.
- Proven track record in building or working with large-scale, distributed, multi-tier, multi-threaded applications
Strong knowledge of:
- Windows and UNIX operating systems and the .NET framework
- C++ (including STL), C#, Excel/VBA, scripting tools such as Perl, ksh, JavaScript and VB Script
- Relational databases (one of Sybase/SQLServer/Oracle, SQL), stored procedures, triggers, etc.
- TCP/IP networking, client/server/messaging technologies, XML, XSLT, Web Services
- Object oriented design/methodologies, design patterns, data structures and algorithms
- Ability to communicate directly with business users and effectively translate their requirements into software solutions
Bachelor's degree or equivalent in Science, Engineering, Mathematics or Finance.
- Prior experience in the following areas is a big plus but not a must:
- off-the-shelf risk management systems such as Polypaths, Sophis, DerivativeSolutions
- development of large volume, high thruput, low latency data transfer solutions
- development of programmatic interfaces for market data vendors such as Reuters and Bloomberg and vendors in mortgage backed space such as Intex, AFT and LoanPerformance
- experience in grid processing (eg. DataSynapse ) environments
Other Desirable Skills
- Java, Visual Basic, MS-Access, Crystal Reports, ADO, ODBC
- Tibco RV/EMS, JMS, MQ Series
Experience: Primary Function:
Risk technology group is embarking on building out a cutting edge risk management and aggregation technology framework. As part of this endeavor, for MBS and Fixed Income analytics, we will be leveraging available, off-the-shelf vendor systems such as PolyPaths.
This position will play a key infrastructural role in developing:
. flexible, open, scalable interface adapters, both internal and external,
. data model design, persistence and archival
. messaging, event monitoring/logging/notification mechanisms
Candidates must have serious commitment, desire to succeed and the necessary dedication in taking this challenging task from concept to production on aggressive schedules.
Other functions:
Support, maintain and debug existing risk management applications.
Testing, deployment and configuration/release management
Follow proper Software Development Life Cycle approach, generate good time estimates and work to meet the projected schedules
Liaison with the business groups to gather business requirements and translate to functional and design specs.
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