Description Our client, a major global financial services provider engaged in retail and commercial banking, is looking for a Quantitative Developer Type of Position: Fulltime Location: New York , NY Looking for a Quantitative Developer to contribute to the development of POINT portfolio models. POINT - The firm's advanced portfolio analytics tool, is our multi-currency and multi-asset class platform to deliver analytic solutions to clients; it is used globally to analyze the structure, performance and risk of client portfolios versus our industry-leading Global Family of Indices. This position in the Research IT Development group will offer the opportunity to participate in all phases of the development process. In addition, the successful candidate will: Work alongside research, marketing and quantitative modeling groups to develop requirements and specifications; Implement risk models and their monthly calibration processes, portfolio optimizers and hedging tools, performance attribution models covering equities, derivatives, and all fixed income sectors including global government, credit, mortgages, inflation-linked, emerging markets, and municipals; Contribute to the enhancement of application components to optimize performance, reliability, scalability and extensibility; Provide testing, post-deployment monitoring and support Person Requirements Strong analytical and problem-solving abilities; Solid experience in Java application development and object-oriented design, J2EE, EJB, JSP/Servlets; Able to work independently in a fast-paced environment; Knowledge of fixed-income securities and mathematics; Solid communication skills
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