Credit Derivatives Developer

Developer - (US-NY-New York)

Minimum Education: Bachelors
Job Type: Full Time
Jobcode: BJA2

The candidate will work within an applications team which is responsible for a creating, maintaining and supporting our integrated calculation environment consisting of our distributed calculation, risk, and trade engines, market data, and feed generation components. The software manages a wide variety of fixed income and derivative businesses including EM, IR Swaps, Bonds, and Credit Derivatives. The prime objective of the system is the creation of comprehensive end-of-day, intra-day, and real-time risk analysis to support strategic trading and risk management. 

Deliverable: 
The candidate will be responsible for the development of the software and infrastructure and will work with the quantitative and engineering teams to design, enhance, and implement the various components of the system. The work will have a particular focus on adding functionality to facilitate RMM Scenario Analysis. 

Our system operates on a MSSQL database, Windows 2000 application layer, VC++/VC# XML middleware and web servers, integrated by use of COM. The candidate will be required to successfully work within these various layers to implement required solutions.

This is a senior development role and as such the candidate will be required to work without direct supervision while still adhering to agreed upon project specifications and timelines. 

The candidate is expected to participate in functional and design meetings and reviews. 

Required Skills 

• BA or BS in Engineering, Math, Physics, Computer Science or equivalent 
• Strong hands-on experience developing server-side applications in C# for a multithreaded application environment 
• C++ background 
• Experience programming in a high concurrency environment 
• Extensive use and knowledge of native Windows OS synchronization objects and methodologies 
• Strong hands-on experience in VC++, C#, .NET, STL, XML, & Windows NT/2000/XP 

Desirable Skills 

• Advanced degree in the above areas or a separate degree in Business or Finance (MBA or MFE preferred) 
• Experience coding with COM 

Other Requirements 
• Experience with Credit Derivatives products 
• Ability to take ownership of issues and follow through effectively to resolution 

Please quote your best rate and email a resume in Word that makes it obvious how you match the specification 

Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. 

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

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