Imported from previous forum
Requirements:
Strong Fixed Income experience and strong C++/Unix skills
- Strong C++ programming in a Unix environment.
- Minimum 3 years experience as a financial engineer, coding pricing, P&L, and/or risk systems.
- UNIX – must be familiar with different UNIX IPC mechanisms (sockets, shared memory, semaphores, etc.).
- Strong analytical and problem solving skills.
- Proven experience working under dynamic conditions.
- Must have excellent communication skills and be a strong team player.
- Must be a self starter, be able to gather own specifications and deliver projects with minimal supervision.
- Must be detailed oriented and able to respond quickly to requests by traders.
- Knowledge of SQL. Sybase is a plus.
- FX financial product knowledge a plus.
Duties:
Will work closely with FX senior management to define and develop a suite of trading tools including real-time P&L decomposition, a real-time risk system, option pricer, live yield curves, vol surface creation, etc.
Please respond to sangeet@parallelpartners.com