Imported from previous forum
Knowledge of the vanilla interest rate derivatives markets (knowledge of exotic structured products such as CMS steepeners, Inverse Floaters, PRDCs (power reverse dual currency) will be considered a plus), their pricing analytics and risk management
Familiarity with Black Scholes pricing model (knowledge of its variations in a low interest rate environment such as Japanese Yen, binomial tree and Monte Carlo simulation based n-factor models such as HJM and BGM models respectively will be a plus).
Hands on experience with C++ based client-server software development on Unix and NT, particularly in the design/development of C++ based libraries/applications. (experience with derivatives analytics libraries and pricing applications is a plus).
Programming experience with middleware packages like Orbix 2000 and Tib Rendezvous
Hands on experience with e-commerce/internet related technologies, in particular Java and XML
Experience working in partnership with front office people
Excellent communication skills – spoken and written. English is required, Japanese is a plus.
Familiarity and comfort with global organizations; may have to work with people in London or NY and participate in weekly conference calls.
A minimum of 5 years prior experience in software development and production support.
Please email a current resume to Gavin.Pugh@tardisgroup.com.au