DescriptionOur client, a major global financial services provider engaged in retail and commercial banking is seeking a C++ Java Developer. Location: New York, NY Type of Position: Contract Description: Senior developer with experience building quantitative market risk models. Role is in Prime Services Technology developing enhancements to our risk based margin platform. Candidate is expected to work closely with related IT and business groups. The individual must have excellent analytical skills as well as communication skills, and the ability and desire to work in team. The successful candidate should hold an advanced academic degree in mathematics, computer science, engineering or a related field. RequirementsMust have at least 5 years of experience in software development in C++ experience and Linux/Unix. 3-5 years experience in Financial Services industry. C++: Must have extensive experience of STL and Multithreading on a Linux environment. Java: Proficient with J2SE/J2EE. Experience with Coherence/Tangosol and Hibernate highly desirable. Database: Proficient with Sybase and ability to write stored procedures. Middleware: Experience using Middleware components such as Tibco RV and CORBA strongly preferred. Other Qualifications Understanding of equity, rates, credit, FX and derivatives products preferred. XML, data binding and SOAP web services. Understanding of house margin and risk in a Prime Brokerage context. Knowledge of hedge fund strategies.Knowledge of VaR, stress testing and other risk models. Knowledge of quantitative risk techniques used to measure portfolio risk including: derivative pricing models (eg Black-Scholes), and risk measures (greeks/sensitivities) .Knowledge of interest rate term structures and credit sensitivities.
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Sunday, February 14, 2010