C++ Interest Rate Derivatives developers( 3 openings) up to 150 base plus bonus

 CODE INRJA0098

 

 

Job Title:            Sr. Developer – IR Derivatives – Analytics Based

Work Location:  New York, New York

Responsibilities: -Develop code in C++ and Java (largely on UNIX-based platforms) that supports  various Fixed Income/Interest Rate Derivatives Businesses from front to back. -Support derivatives trading, middle office, and back office in everything from  resolving problems with in-house developed software to supporting vendor  products to supporting end-of-day processes.  At times, this may require  foregoing development efforts and directing time to production support. -Must be able to thrive in a very high-pressure environment.  Position may be   located on a trading desk.  Must be able to handle high-levels of pressure and   function in a fast-paced environment. -Will work with in house quant (Lynx) code/libraries

Platforms: Must be extremely experienced C++ developer on a Unix-based platform with solid O-O design skills/experience.  Java/J2EE a major plus.  Should have excellent Excel experience. HP/UX; Linux; NT; etc.; Summit Systems a plus.

GUI Systems:

Database Systems:  SQL knowledge and connectivity through an API a plus; JDBC a plus; Sybase a plus.

Other Programming Skills: Excel addin experience a plus.  Perl and Unix shell script a major plus.

Business Knowledge: Must have strong knowledge of Interest Rate and Fixed Income Derivatives including IR Caps/Floors; Swaps; Swaptions; Bond Options; etc..  Knowledge of curve construction: building zero curves from raw data; building forward curves.  Knowledge of pricing, hedging and P/L.

Project Experience: Should have experience developing pricing/hedging applications, using mktdata, curves, etc. and calling analytic libraries to achieve results.

Communication Skills: Excellent skills – need to be able to communicate in non-technical terms with the end users, understand their issues, communicate alternatives, etc..    Email resume in Word to thebiggamehunter@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. Sign up to receive a daily digest of positions around the United States or search open jobs we are recruiting for at www.jeffaltman.com. While there, subscribe to Head Hunt Your Next Job, Jeff Altman, The Big Game Hunter's free job search ezine, Natural Selection, his ezine for employers, use Job Search Universe, the job lead search engine that searches more than 2400 job boards and career pages worldwide, and learn about my VIP personal search agent services.