Imported from previous forum
Our client, one of the largest Financial Services companies in the world, is looking for multiple Derivates Developers.
All of the positions are located in Mid-town Manhattan (2 blocks from Grand Central)
The Salaries for the Senior Derivatives specialists are 125-150K base plus a 50-100K bonus. For the Summit Systems consultant, we can pay up to around 80/hr. For the Derivatives systems support, the salary is a bit lower at around 110K or so plus bonus.
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Senior Interest Rate Derivatives System Specialist: Senior market
practitioner, 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: making design decisions for new objects,
classes, class hierarchy, encapsulation of analytic pricing libraries;
making judgment calls on appropriateness of calc/pricing methodology for
new products; 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; work within parameters of
project specification and support agreements as established by IT/business
management. Experience required being a senior IT market practitioner with
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. (2 Positions) -
Senior Credit Derivatives System Specialist: Senior market
practitioner, hands-on developer with significant credit 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 credit
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/back 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:
making design decisions for new objects, classes, class hierarchy,
encapsulation of analytic pricing libraries; making judgment calls on
appropriateness of calc/pricing methodology for new products; 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; work within parameters of project specification and
support agreements as established by IT/business management. Experience
required being a senior IT market practitioner with 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. (2 Positions) -
Senior Emerging Markets Derivatives System Specialist: Senior market
practitioner, hands-on developer with significant emerging markets
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 emerging markets 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/back 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: making design decisions for new
objects, classes, class hierarchy, encapsulation of analytic pricing
libraries; making judgment calls on appropriateness of calc/pricing
methodology for new products; 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;
work within parameters of project specification and support agreements as
established by IT/business management. Experience required being a senior
IT market practitioner with 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. (2 Positions) -
Derivatives Systems Support: A hands-on role supporting the Derivatives
system. The responsibilities entails a good amount of scripting
(automation) in perl/sql, a good understanding of source control software,
some knowledge of C++ or Java , build/release management and DR setup’s.
Experience required is being a market practitioner with 3+ years expertise
supporting a serious trading business such as Derivatives. Total 5+ years
hands-on experience. Experience supporting the Calypso or Summit system is
a big plus. Messaging and database management is also preferred. (1
Position) -
Derivatives Middle/Back Office Specialist: Provides programming and
technical support for Derivatives applications. Responsibilities include
hands-on programming (enhancements, bug fixes, new products) coding,
de-bugging and testing of all middle office and back office related modules
and functions. Provide application development and support for all
initiatives in the middle/back office space that include, but not limited
to, p&l, accounting, settlement and confirms processing. Responsibilities
also includes setting up test environments, helping users with reporting,
designing/development of appropriate batch processes and workflows. The
ideal candidate will also be responsible for proactively initiating
proposal for improvements in the processes/workflows and set-up, referring
to manager for final approval. Exercises independent judgment on technical
decisions. Experience required is being a IT market practitioners with 5+
years expertise building Derivatives systems with a focus on middle office
and back office processing with a total of 10 Years hands-on technology
development experience. Expertise in Java is a must. Messaging is a must
and good database management is also preferred. (1 Position) -
Senior Credit Risk IT Specialist: Senior market practitioner with
significant credit risk knowledge to work with the credit risk IT/business
team in the specification of, and development of the credit risk systems
platform. Liase with Credit Control, Credit Operations, Collateral
Management and trading business and systems IT staff to develop daily
end-of-day and intraday credit risk and collateral valuations. Product
development within the risk framework as new products are introduced across
derivatives, FX, Fixed Income and Treasury products. Ensure timely
production of all federal, and other regulatory reporting, as well as to
central risk management for enterprise risk reporting. Provide hands-on
design and development in Algorithmics RiskWatch using C++ and Java.
Expertise in the RiskWatch platform is required. The ideal candidate would
have a good understanding of Derivatives and associated methods of
Derivatives risk management, scenario analysis and montecarlo methods.
Responsibility also includes building and maintaining release control
management appropriate for NY product development. Provide first tier
support for production batches, day-to-day maintenance of system.
Experience required is being a senior market practitioners with 5+ years
expertise building, supporting credit systems with a total of 10 Years
hands-on technology development experience. Expertise in Java/C++ is a
must. Experience with RiskWatch is a must. Messaging is a must. Database
management is also preferred. (2 Positions) -
Collateral System Development Manager: Senior market practitioner with
significant credit risk/collateral knowledge to work with the credit risk
business team in the specification of, and development of a collateral
management systems platform. Hands-on development experience required with
significant expertise in leading a large scale development project in the
credit risk domain successfully. Experience in leading global projects a
big plus. Significant domain expertise in credit and collateral business
is a must. Experience required is being a senior market practitioners with
5+ years expertise building, credit/collateral systems with a total of 10
Years hands-on technology development experience and project management
expertise. Expertise in Java is a must. Messaging and database management
is also a must. (1 Position) -
Summit Systems Consultant: An experience hands-on IT consultant that
has worked extensively on the Summit system. The responsibility includes
leading a Derivatives project to add another location on the existing
Summit system assisting with the set-up and development , building
interfaces in/out of the system. Domain expertise in Derivatives products
required. Good development sillks. C++ is a must. Messaging is also a
must. (2 Positions)