Market/Credit Risk Developers recruitment
This system, written primarily in Java, is designed as a scalable, extensible replacement for the existing systems, and performs analytics, aggregation and reporting. It will also be used as the framework for future risk management systems, including market, credit and trading risk. This position will work very closely with our business partners to gather and document specifications, as well as develop an in-depth understanding of how the Market Risk Management team operates. There will also be extensive interaction with senior members of other business partner teams to gather requirements and specifications for an overall risk monitoring system. The person who fills this position will be required to guide other developers by example in the use of standard development methodologies as well as provide design, specification and usage documentation to developers, managers and users. They will also be asked to make significant contributions to the development of project plans and schedules.
6 plus years extensive Java
5 plus years of extensive C#
4 plus years strong SQL (Sybase preferred)
4 plus years Perl and/or Shell scripting on a Unix platform (Solaris preferred)
2 plus years C++ on a Unix platform (Solaris preferred).
Excellent analysis, programming, debugging and documentation skills. Excellent verbal and written communication skills
In-depth knowledge and understanding of market risk terminology and methodology. In depth knowledge of the business activities conducted by the firm, including various types of securities.