Imported from previous forum
Major NYC Based Investment Bank has an immediate opening for a Front office developer.
Main Function of job:
Development of spreadsheet based trading tools (VB, Excel VBA, C#) for the New York desk, supporting vanilla and exotic interest rate derivative products.
Analysis and configuration of pricing, risk and p/l systems for IR swaps, bonds, FX and money markets products may be necessary but will tend to be secondary to the above. The successful candidate will have responsibility for ensuring such systems are correctly valuing emerging markets products via direct liaison with the front office.
We are looking for a candidate who has strong business skills and who has been working in a front office development or support role for a number of years. This must include quantitative knowledge of the products and also understanding of the associated systems and processes.
Experience of developing trading tools and working directly with the traders is strongly preferred.
Experience in a team lead role is beneficial.
- Development or support of IRD Risk, P&L and pricing systems.
- Development or use of Excel based analytics toolkits
- Liaison direct with Front Office, specifically to compile requirements specifications
- Valuation testing/reconciliation between systems
- Business analysis of front to back process for IRD
- Excel VBA
- Relational Databases
- Excellent analysis skills
- Mathematical and intuitive understanding of IR products.
- Good verbal and written communication skills.
- Methodical, aptitude for effective testing of systems
- Strong aptitude for programming.