Imported from previous forum
[ original email was from Adam Elkind - aelkind@comsys.com ]
Senior Programmer Analyst to specify and
implement technologies and applications required
to build a risk management system, including:
trade capture, pricing models, profit and loss,
reference data, and market environment.
This position will work closely with front and
middle office teams to develop business
requirements for new system implementations. The
business supported is a global trading business
which actively manages fixed income, derivative,
credit, and equity portfolios. Trading activity
spans most major financial markets and includes
asset classes, government and agency debt,
mortgages, loans, corporate bonds, equity shares,
equity derivatives, interest rate swaps and
swaptions, interest rate futures, and bond and
interest rate
options.
Responsibilities:
-Extend the Risk Management
System by implementing new financial products,
pricing models and risk measures.
-Participate in the development activities
related to a re-factoring project. Re-factoring
is being performed on the risk management system.
Activities will include design of new patterns,
classes, and technical architecture, and
development of these components.
-Provide end user support helping with break /
fix work as well as evaluate and develop user
enhancement requests. Manage enhancement work
from idea / specification phase through
deployment. Approximately 20% of
responsibilities.
Ideal candidate has strong financial product
knowledge, good understanding of pricing
methodologies and risk measures, recent
experience developing large scale Trading and
Risk Management application, excellent problem
solving skills, interested in working within a
team structure, positive attitude, and thrives in
a dynamic business / technical environment that
values change. Prior experience in developing
Electronic Trading Systems will be a
plus.
Essential Skills:
-Excellent C/C++.
-Solaris, Linux, Sybase, Excel/VBA
-Strong / Clear Communication skills
-Experience with Rational UML design tools and
methods. OO Design Patterns.
-Very good financial instrument knowledge and
buy-side investment management experience.
Nice to Haves:
-Hand’s on programming experience in: J2EE, XML,
EJB, JSP, WebLogic,
-Experience with CMM
practices.
-ClearCase.
-Experience with Electronic Trading Systems.
Please forward resumes to: aelkind@comsys.com