Java with Risk Analyst at NYC -Long Term Contract
Radhakrishna Spectra Group
Please share resumes to radha....@spectragrp.com
Java with Risk Analyst
Location: NYC (East Coast Prefers NY NJ PA SC CT)
Long Term Contract
Primary Skills Risk Pricing ALIB Numerix P&L ,US Treasury,Swaps,
Programming Languages – Java (5+ years) a must, C++, Python
Primary Responsibilities:
• Design & development of firm’s Risk & Pricing infrastructure with a mix of proprietary in house system ALIB/Numerix and vendor solution using PXE.
• Knowledge real-time risk system across Fixed Income, Credit Derivative, Equity, ETF and FX.
• Responsible for the timely and accurate reporting of the Profit and Loss (PNL) daily
• Analyzing daily PNL Estimates to ensure accuracy
• In-depth understanding of US Treasury and Swaps Pricing
• Work alongside traders and quantitative analyst for Offering/Quoting/Execution across multiple venues.
• Drive implementation and design with emphasis on high availability, scalability and reusability
• Work with other Fixed Income front office team lead to promote framework reusability across all business
• Supporting and enhancing existing pricing infrastructure and application across a variety of technologies (ION, Java, Kdb, OpenFin)
• Champion best practice software development life cycle with emphasis in test driven coding methodology
• Balance time to market (client delivery) with proper governance, compliance and audit mandates
Education
BS/MS in Computer Science, Engineering or related
Required Background:
• 5+ years of financial service experience
• Curve construction methods for Libor & OIS Curve.
• Able to communicate effectively with the desk.
• Strong design, coding, testing and debugging skills
• Strong experience in front office trading system with emphasis FI Pricing/Analytics
• Knowledge of ALIB/Numerix Analytic Library is a plus
• Programming Languages – Java (5+ years) a must, C++, Python
• Strong multithreaded programming experience is a must
• Knowledge of ION a plus, Broadway API a plus
• Knowledge of Winfits, RiskVal or any other pricing system is a plus
• Good understanding of Fixed Income BuySide/SellSide market structure a plus
• Knowledge of KDB/Q a plus