Position Purpose:
This is a full time position for a Sr Developer with Risk Management experience. Responsible for development, enhancement and maintenance of a securitized products risk-management platform based on the Polypaths pricing engine.
Primary Objectives:
This is an ambitious project for building a cutting edge risk scenario and valuation framework for the MBS business using Polypaths pricing/risk engine.
This position will play a key infrastructural role in developing and maintaining:
. Flexible, open, scalable interface adapters, both internal and external e.g. integration of local risk and VAR results with enterprise level VAR engines.
. Persistence and archival of positions, scenarios and risk metrics in local databases.
. Messaging, event monitoring/logging/notification mechanisms.
. Distributed grid computing framework management.
Other functions:
Support, maintain and debug existing risk management applications
Testing, deployment and configuration/release management
Follow proper Software Development Life Cycle approach, provide timely progress/feedback and work to meet projected schedules
Experience: Must possess 5+ years of experience in application software development and support, at least 3 of which should be in Capital Markets industry with exposure to fixed income products and risk technology.
. Experience building and supporting large-scale, distributed, multi-tier, data-centric service oriented solutions.
. Strong knowledge of:
o C# 2.0+ and .Net framework including ADO .Net, XML technologies
o Windows & DOS scripting
o SQL Server 2005, Sybase, stored procedures, triggers, database scripting
o OOP design/methodologies, design patterns, data structures and algorithms
o Ability to successfully manage releases, debug and maintain/enhance the grid computing environment, and support existing infrastructure is a key skill
o Superior troubleshooting, problem-solving and communication skills and detail oriented work ethic.
. Prior experience in following areas is desirable but not a must:
o Mortgages, bond math, risk analytics. MBS and Polypaths experience is a strong plus.
o C++ (including STL), Excel/VBA, systems level / infrastructure programming
o GUI development and rapid application development experience using toolkits such as SyncFusion, Infragistics
o Messaging (TIBCO EMS/JMS), windows and web service programming
o Familiarity with vendor APIs such as Polypaths, Bloomberg, Intex, LoanPerformance, AFT, Reuters
. At least a Bachelor's degree in Computer Science (preferred), Engineering, Physics or Math.
Apply to this job
Tuesday, December 29, 2009