Derivatives Developer CSGJA18485

If not you, would you know someone???
Location	Employment Type
New York	Full Time Regular
Requirements
SUMMARY: Seeking developer to work as a member of the team for credit hybrid derivatives modeling and system development. The system is currently used to calculate Credit Valuation Adjustment (CVA) for OTC derivative trades and is used by CVA traders to hedge and trade credit risk for the firm. The role will involve close interaction with CVA strategists and traders to develop and support an integrated pricing and risk system/engine. There will be opportunities to learn advanced Quant models and business/trading strategies. Development will mainly be done in a proprietary object oriented databases and programming language used throughout derivatives trading PRIMARY RESPONSIBILITIES: -Work closely with front and back office technology teams to correctly capture OTC derivatives trade and related credit data. -Work with strategists to develop new integrated system for CVA calculation, risk analysis and reporting across all derivatives areas (interest rate products, credit derivatives, equities, forex and commodities). -Support and maintain existing CVA systems, including monitoring of nightly batch, handling trader and controller requests and researching various data issues. EXPERIENCE/SKILLS: -2 to 6 years of development experience in financial applications (preferably using C/C++ or Java), strong candidates with slightly different experience levels will also be considered. -Strong analytical and problem solving skills. -Knowledge of financial derivatives preferred. -Highly motivated and intelligent individual with desire to learn about financial products preferred. -Experience with both Unix and NT development environment preferred. -Previous experience with business/client facing role preferred

 

Email resume in Word to jeffaltman@cisny.com ONLY IF YOU HAVE THE EXPERIENCE SOUGHT. Please include the job code with the position.

NO RELOCATION. NO VISA TRANSFERS. NO 3RD PARTIES. NO OVERSEAS RESUMES.

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