Equity Derivative Developer recruitment

European Investment Bank looking for an Equity Derivatives Developer

We are seeking full-time developer who can play a significant role in the Equities projects and support of Sophis and Loanet .

Sophis is a vendor-developed Trading, Operations and Risk Management system used by our bank  to manage its OTC Derivatives and equity trades. Loanet is a vendor application used to manage its securities lending activities.

His/Her main responsibility will be:

1.Sophis and Loanet support including upgrades.

2.Build, maintain and support data feeds, reports and analysis tools using Perl, SQL, ksh, source control software, and Visual C++.

3.Help with the day-to-day responsibilities of Sophis production support. This includes trouble-shooting issues reported by users and overnight support of the batch.

4.Work closely with Traders, Back Office users and business analysts.

Here are the skills we need:

1.Programming

• Curious mindset to deal with Sophis/Loanet data or processes issues and new features

• Strong analytical and trouble shooting skills

• Perl

• Unix Shell Scripting

• SQL: Oracle

• C++, proficiency with Visual Studio

• Job scheduler: Autosys, Control-M

2.Business skills

• Equity, Securities lending, Equity Derivatives and futures business:

• Stocks, Index Futures, Single Stock futures,  Interest rate future (Value date, ticker, exchange, margin call ... )

• Equity swaps (fixing, LIBOR, performance…)

• Listed and OTC options (strike, exercise, volatility, ... )

• Stock loan and borrow

• Accounting: double entry accounting, account number, posting, asset, liability … 

• Risk management: delta, gamma, vega, VaR, notional …

3.Personal skills

• Good communication and interpersonal skills.

• Self directed, able to work with minimal direction

• Team player

4.Preferred Skills

• Sophis development (Sophis C++ API/ Toolkit), experience with Sophis Risque Software

• Loanet

• Or other risk management application (Summit…)

Salaries up to 150k Plus Bonus.

Resumes to be sent to: jclifford@ttstechnology.com