Imported from previous forum
Number of positions: 2
Contract Term: 6 months to 1 year (potentially longer)
Technical Experience Requirements:
- 3+ years programming experience in the Financial services industry
- Proficient in C++
- Skilled use of Design Patterns and Object Oriented Programming techniques (critical)
- Experience using the MFC library, Stingray is a plus
- Familiarity with Rendezvous (RV) networking is a plus
- .Net expertise is a plus (not required)
- Working knowledge of Sybase and SQL is preferred
Business and professional requirements:
- Knowledge of Fixed Income securities, specifically Treasuries
- Knowledge of Agencies and Corporates is a plus (not required)
- Knowledge of Fixed Income Analytics is preferred (not critical)
- Price-yield valuations
- Duration and other risk measures
- Good quantitative/mathematical skills
- Attention to details
- Highly motivated team player
Project description:
- Work within an existing technical team to enhance and add functionality to the current system
- Develop and expand analytics for Emerging Markets, Agencies, and Corporates
- Increase the class of securities that the existing system can process
- Valuation of floaters and callable securities
- related test, support and implementation(s)
- Expand the analytic framework library and perform corresponding system upgrades/implementations
- Interface to databases and other internal systems
send resumes to: aelkind@gromwellit.com