Fixed Income Quant Developer C#, Swap Trading Intraday Risks

Title: Fixed-Income Quant Developer, Swap trading intraday risks
Location: New York, NY
Duration: 6 months renewable as long the new hire performs well
Client: Undisclosed leading investment bank
Type: Contract or contract-to-hire based on experience and performance
Fundamentals:
.net C#
VBA
Excel
Knowledge and experience with Interest rates
net C# server side
RISK EXP (NOT REGULATORY)
OTC DERIVATIVES
Valuation of Risk
Grid computing
The Fixed Income Division (FID) globally supports various trading groups including Commodities, Credit, FX, Interest Rate Products, and Emerging Markets. The IT support provided covers from trade discovery and risk management, through trade capture to settlement and life-cycle management.

Within FID IT the Macro Risk IT organization specialises in in risk and PL reporting. Current valuations, risk and detailed information are reported to Front Office trading and various business support functions: Product Control, Credit Risk, Market Risk, Financial Control, Collateral, Client Statements, and Treasury.

Senior developer required to design, implement and enhance the intraday risk solution provided for the Global Macro Rates business. This is a high profile role focusing on the replacement of the current suite of solutions provided to the trading desks globally. The successful candidate will directly impact trading’s ability to manage risk.

The candidate is required to: 
• Help devise the architecture and implementation of the intraday risk management application.
• Understand and help shape client's requirements.
• Provide third line (developmental) support.
• Perform successful unit, performance, system integration, and acceptance testing.
• Conduct code reviews, and incorporate lessons into work practices.
• Co-ordinate tasks with other teams (QA, 1st / 2nd line support, Quants, Grid computing).

Summary: 
The main function of a developer is to develop, create, and modify Trading Systems. A typical developer is responsible for designing applications or customizing applications for client use with the aim of optimizing operational efficiency. 

Job Responsibilities:
• Modify existing software to correct errors, allow it to adapt to new hardware, or to improve its performance.• Analyze user needs and software requirements to determine feasibility of design within time and cost constraints.• Coordinate software system installation and monitor equipment functioning to ensure specifications are met.• Design, develop and modify software systems, using scientific analysis and mathematical models to predict and measure outcome and consequences of design.• Analyze information to determine, recommend, and plan computer specifications and layouts, and peripheral equipment modifications.• Obtain and evaluate information on factors such as reporting formats required, costs, and security needs to determine hardware configuration. 

Skills:
• Strong knowledge of Trading Systems development.
• Verbal and written communication skills, problem solving skills, customer service and interpersonal skills.
• Basic ability to work independently and manage one’s time.
• Basic knowledge of computer hardware and software.
• Basic knowledge of design techniques and principles involved in production of drawings and models.

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