Imported from previous forum
Our client, one of the largest financial institutions in the world, is looking for a number of Senior Quantitative Analystics Developers, a Team Lead for Interest Rate Derivatives and a few Interest Rate derivatives Developers for their New York operations. Following is the job description for the INterest Rate Derivatives positions. If you are interested, please email your resume to: daniel.mcadams@andiamopartners.com
2 Senior Developers and 1 Team Lead
§ Hands-on developer with significant interest rate derivatives product knowledge and Java based development expertise to work with the Derivatives business, front office and middle office in the specification of, development and support of the derivatives systems platform.
§ Prior experience and knowledge of the Calypso platform a big plus.
§ This includes having good analytical skills with an eye for detail building new interest rate derivatives products with development of the trade capture and processing functions, analytical models, market environment, pricing functions, and associated risk components.
§ Work with the derivatives middle office in the development of the p&l functions, accounting & settlement functions, reports and interfaces to provide end-to-end processing for derivative transactions.
§ Hands-on programming and decision making skills include:
o making design decisions for new objects, classes, class hierarchy, encapsulation of analytic pricing libraries
o making judgment calls on appropriateness of calc/pricing methodology for new products
o best method to calculate flows, positions, p&l, risk while working under direction and scheduling priorities of management; exercises own discretion in dealing with day-to-day issues
o work within parameters of project specification and support agreements as established by IT/business management.
Experience required:
§ 5+ years expertise building/supporting Derivatives systems with a total of 7-10 Years hands-on technology development experience.
§ High level of competency and expertise in Java is a must.
§ C++ is a plus.
§ Messaging and database management are also required.