The candidate will work within the Emerging Markets (EM) IT team, which is responsible for delivering a new initiative to build the strategic risk system and facilitate the elimination of spreadsheets by developing a robust, high performance solution for intra day and end of day processing. The implementation will be based on a scalable, open architecture platform that has recently been developed by Interest Rate Products (IRP) technology group and being prototyped by Equities and FX It groups in the bank.
The team will work within a distributed development model and enhance the risk engine platform to suit EM needs while leveraging continuous enhancements to the core platform by the IRP IT team. The team has a mandate to migrate current spreadsheets to new platform by 2011 and the candidate will be working in a fast paced environment focused on delivery and innovation. The candidate should be a self-starter, eager to learn and with proven track record of delivering enterprise solutions in teams under tight deadlines. The ideal candidate should be able to contribute effectively with technology expertise, solid software engineering skills and exposure to fixed income markets and applications.
The system will support products and markets that span fixed income and derivative businesses within EM markets in Latin America, Eastern Europe and Asia with design on extendibility to support new trade types and valuation models. The role involves analyzing existing spreadsheets and current implementations, interacting with other teams in the bank to focus on delivering an easily supportable distributed calculation, risk, and trade engines, risk viewer, market data, and feed generation components. The prime objective of the system is the creation of high performance comprehensive end-of-day, real-time risk analysis, position and P&L management to support strategic trading and risk management.
The system operates on an Oracle 10G database, Windows application layer written in C#, middleware that use EMS for asynchronous communication among tasks with a workflow. The candidate will be required to successfully work within these various layers to implement required solutions. Attributes needed to perform successfully in the project include attention to detail, taking ownership of issues, enthusiasm to work, enterprise application development experience using EMS and C#, experience writing efficient enterprise ready code, understanding of financial markets and basic fixed income products.
This is a mid to senior development role and as such the candidate will be required to work without direct supervision while still adhering to agreed upon project specifications and timelines. The candidate is expected to participate in functional and design meetings and reviews.
Qualifications
Strong hands-on experience server-side programming in C# for a multithreaded application environment
C++ background required
- Experience programming in a high concurrency environment with extensive use and knowledge of native Windows OS synchronization objects and methodologies.
- VC++, C#, . NET , STL, Windows NT/2000/XP development, Multi-threaded development, XML
- Strong interest in Credit Derivatives products
- Ability to take ownership of issues and follow through effectively to resolution of task / issue.
- Excellent analytic, problem solving, and troubleshooting skills
- Innovative, self-motivated, and detail-oriented
- Good communicator with peers and users
- Able to work individually, in or across teams
- Delivery focused
- Sensitive to control and risk concerns
- Comfortable balancing concurrent projects
- Work well under pressure
- Tolerance for change
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