Vacancy expired!
Our client, a banking company, is seeking a C Developer
Location: New York, NY Position Type: Full Time Description - External: Position involves development and support of global front-office global counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA (counterparty valuation adjustment). Successful candidate will participate in development of CVA / funding / PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. Position involves opportunity to work with various financial derivatives models and interact with CVA strats on development and maintenance of existing product pricers. Candidate should be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production. Description - Internal: Position involves development and support of global front-office global counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA (counterparty valuation adjustment). Successful candidate will participate in development of CVA / funding / PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. Position involves opportunity to work with various financial derivatives models and interact with CVA strats on development and maintenance of existing product pricers. Candidate should be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production. Qualifications - External:- Top-notch C skills with thorough knowledge of STL, boost, design patterns and multi-threaded programming.
- Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala. Candidate has to be comfortable programming in Linux environment and be familiar with ksh or bash.
- Familiarity with pricing of financial derivatives products is desired.
Vacancy expired!