Imported from previous forum
Large City Investment Bank requires an experienced Java developer with an excellent understanding of complex derivatives to develop an front office realtime Risk trading application. Candidate that will stand outr are ones who have an understanding of option books and can risk manage an option book. Candidate will have a strong understanding of interest rate derivatives and have a very good numerical / scientific degree / PHD. Skills: Java, Unix, Sybase, NT, Monte Carlo, Greeks, Delta’s. Knowledge of FixProtocol advantageous