Imported from previous forum
C++ Risk Developer–Equity Derivatives Desk
Investment Bank
NYC
Job Description:
A major Investment Bank in NYC is currently looking for a C++/Java developer to develop risk systems on their equity derivative desk. Client is looking for people with desk (trading) risk experience, not corporate-wide risk.
Minimum Requirements:
BS Computer Science, Math, Engineering, Economics is required.
MS in Quantitative Subject is desired.
Must have strong OO design and programming skills in C++ and/or Java, and must be familiar with concepts of highly available systems. Systems must be highly reliable, high volume, and recoverable.
Familiarity with interprocess communications using sockets, RV, or similar technologies. (RV preferred).
Experience with FIX protocol preferred.
Familiarity with scripting languages will be useful.
Basic knowledge of derivative products.
At least 1-2 years working with derivatives and related concepts.
Experience with large risk management systems.
Ability to balance competing requests and allocate limited resources
effectively. Ability to design systems that allow for future extension, and which meet non-functional requirements. Ability to develop workable component designs. Ability to gage work effort required to develop components, and then deliver to schedule. Record of producing robust and performant system components.