Market Risk Development Manager
Development Manager required at a top tier investment bank working in the Market Risk space. Java/C#/C++
The Development Manager will be part of the global team responsible for developing systems used by the firm to calculate and report VaR (Value at Risk), provide aggregated risk reporting, stress testing and Regulatory Capital numbers. Work will focus on the Market Risk calculation engine and associated reporting components.
The role is to lead a team in London. It is expected that the candidate will have direct experience in managing complex technology development projects.
Technically the development manager will be working in a hands off capacity but will have expertise in the following:
• Strong background in developing C# applications
• Excellent core Java skills with experience of low latency server side multi-threaded Java applications
• An understanding of how the Java VM works and its impact on the overall performance of an application
• Good working knowledge of STL (containers, iterators, algorithms): Boost library
• Strong experience of professional software development, Visual Studio
• Strong Object-Oriented Design
• Experience with industry standard tools for code coverage, debugging, performance profiling and memory management
• Experience with at least one source code management tool such as CVS, Clearcase, Perforce, etc
• Unit Test experience and Excellent understanding of and use of best practices (Perforce, Jira, etc.)
• Working knowledge of COM, DCOM and C++ with familiarity of messaging systems (Solace/EMS) and caching systems (SolCache/BerkleyDB/…)
The Development Manager will come from a banking background and have strong business knowledge in Market Risk and VaR. You will have excellent derivatives knowledge, options futures etc as well as experience around PL and Greeks.
Development Manager required at a top tier investment bank working in the Market Risk space. Java/C#/C++
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