Job Description:
Job ID(18879) |
Our client, a major international bank with offices in New York, is seeking an experienced market risk technology developer to join their risk technology team covering fixed income (i.e. treasuries, agencies, MBS, CMO, interest-rate derivatives, commodities and CDS). Responsibilities include creation of analytical tools and libraries and enhancement of VaR models and risk management framework/methodologies. High visibility in communicating with risk managers. Candidates must have relevant risk technology experience and a degree in a software discipline such as Computer Science or Engineering. Strong quantitative and C# / .Net programming skills is required, Any additional experience with Perl is a plus. Any additional experience with equities and equity derivatives is also a plus. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Recruiter: Steve Schallop
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