Saturday, January 23, 2010

Fixed income application developer in New York, NY

Saturday, January 23, 2010
Ajilon Consulting is a global provider of IT solutions with 40 years of experience and offices throughout North America, Europe, and Australia. We support clients' immediate and long-term business needs by delivering a wide array of consultative IT services and by providing contingent consultants on an individual or group staffing basis. Our contingent consultants possess IT skills that supplement internal client resources during workload peaks, fill critical areas of expertise, and staff mission critical projects.
With our parent company Adecco, we have a wide presence in North America and globally with more than 6,600 offices in 70 countries worldwide. Together we employ more than 700,000 associates on-assignment supporting over 150,000 clients.

For this opportunity you must be able to join Ajilon Consulting as a W2 employee, no H1B or corp to corp.
Experience: The Curve Management team is responsible for standardizing the creation, storage, usage, verification and management of all the yield curves used for end-of-day reporting for all currencies throughout the bank. The team is managed from London, where much of the standardization has been completed and is now recruiting for implementation teams in New York and Tokyo to roll out the project globally. Each team will comprise one regional lead / business analyst and two developers.

DESCRIPTION
The two developers will be responsible for implementing the roll out of the curve management project to the US and Canada offices. Specifically, the work will be to:
. Work with each desk, trader and local quants to implement a consistent approach to building, storing and transforming yield curves between analytic libraries and systems, while adapting the approach to meet local requirements and constraints
. Work with local finance, risk management and middle office resources to reconcile changes to curves and configure global systems for local use
. Work with local and global technology and quant resources to build and implement curve translation services to feed local systems

Required Skills
. Knowledge of yield curve construction and usage in Fixed Income or FX.
. Ability to communicate and act professionally with IT staff and business clients (including Front Office) while under tight deadlines.
. Ability to work in a global team, while meeting individual deadlines.
. Strong verbal and written communication skills.
. Ability to understand and apply technical and analytical concepts.
. Microsoft Excel, VBA, XML and scripting languages.
. Systems implementation in a Front-Office-facing role

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