Imported from previous forum
My New York City based client is seeking a Programmer/developer for their fixed income risk management team. Responsibilities will include: Developing and implementing pricing models to further the automation of NAV of portfolios; supporting Fixed Income Risk Analysis; maintaining interfaces with Derivative Solutions, Intex, etc; and, helping to implement some newer risk management tools that facilitate tracking error calculations & VAR.
This position requires a Bachelor’s degree or higher in Computer Science or a related field. 5 + years’ experience as an application programmer using SQL, Perl, Unix. All candidates need at least 3 years experience in fixed income pricing and risk analytics. Strong knowledge of bond math, including the application of fundamental concepts such as matrix algebra, yield curve construction.
You must be eligible to work in the United States for any employer.
Candidates local to NYC are preferred.
Salary to $110K
contact Arthur Kaye at kaye@cisny
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