Imported from previous forum
2 Financial Software Engineer Positions open for new Hedge
Fund Consulting Firm in NYC. Candidate will be responsib
le for integrating, customizing and implementing best of
breed financial application solutions for Hedge Fund Clien
ts. Candidate will also be involved in pre-sales when
recommending which solutions best fit the client’s needs.
Candidates must have at east 4 years of extensive
experience in the Financial industry working at Investment
Banks/ Hedge Funds/BrokerDealers/ECN’s/Fund
Administrators/Financial Software Vendors.
Candidates must have broad financial knowledge beyond
the scope of the plain-vanilla products (equities/bonds/
optio ns/futures) such as OTC Derivatives (IR Swaps, Credit
Default Swaps/ FRA’s, Collars, Floaters, 7-day Resets, etc…
).
Candidates must also be fluent in at least 3 of the
following: C, C++ (MFC, STL, RogueWave Libraries), Java
(JMS, J MX, RMI, etc…), SQL, RSL, Perl, Python, Shell
Scripting (KSH, SH, BASH).
Database Application Server experience a must with one of
the following: Oracle, Sybase, Postgres, MySQL, DB2. Must
be very familiar with Relational and Object Oriented
Database Modeling.
Must have experience with at least 5 of the following
applications: TIBCO Rendezvous, IBM MQ, Talarian,
SonicMQ, Ad vent Geneva, EzeCastle Trader’s Console,
Javelin Appia/Coppelia, JBOSS, Charles River, Riskmetrics,
Reuters Triarch , IDC, Bloomberg, Random Walk, and any
other relevant 3rd party application experience.
Candidate must also have experience with Financial
Protocols such as FIX, CMS, CTCI, OUCH and ITCH.
Socket Level Development experience a must on Windows/
UNIX OS platforms.
Excellent communication skills a must.
Salary: open based on experience.
Contact:
Triton Consulting LLC
mayach@tritonxp.com
No third parties or recruiters please.