comp.jobs.computers

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Job Title: Quantitative Developer/Programmer needed
Job Location: NY: New York
Pay Rate: Open
Job Length: over 1 year (contract)
Start Date: 2008-03-19

Company Name: Genesis10
Contact: Ron Virgilio
Phone: email
Fax: email

Description:

Description:
Our client, a large investment bank in New York City is in the middle of a multi-year development effort to rebuild their credit risk management system. We are seeking a strong quantitative programmer to join our analytics technology team. The individuals responsibilities will include: 1) Development of pricing and risk models for across the complete range of financial instruments e.g fixed income derivatives, equities, and FX. 2) Credit calculations including Monte Carlo based credit exposure, Raroc, credit reserves, and economic capital; 3) Communicating with quantitative analysts and traders regarding the model specifications and performance; 4) Support for the existing analytics applications.

Experience:
Requirements for the position are: 1) At least 3 years experience in object-oriented design and programming (Java/J2EE preferred, but also C++, C#); 2) Advanced degree (MS, PhD) in a quantitative discipline like Finance, Statistics, Mathematics, or Physics; 3) Understanding of financial math, fixed income and derivative pricing models, risk management methods. Experience in Monte Carlo techniques is a plus; 4) Strong communication, interpersonal, and presentation skills, ability to work in a large cohesive team; 5) Database skills (Sybase, Oracle) with a hands on knowledge of SQL; 6) Knowledge of application servers (BEA/Weblogic), Ant build scripts, logging and application profiling tools/techniques are a plus; 7) Large application environment or a trading floor experience is a plus.

Required Skills: Quantitative Developer/Programmer needed
Job Type: Web Developer, Webmaster
This is a contract position.


Please refer to Job code 16755quant when responding to this ad.


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