Hi,
Below is the requirement: *(NEED LOCALS ONLY) (US OR GC)*
Ref No: *10-00468 *
Title: *C++ or Java Developer with Risk Based Margin
*Start Date: *09/13/2010
*# of Openings: *2*
Position Type: *Contract
*Locations: *Jersey City, NJ
*Additional Details:
*Contract to Hire *
*Description:
*
Prime Services provides global clients with a capital markets approach for
financing, execution and servicing.
*Main Function
*
Two senior developer positions are available in Jersey City with Risk Based
Margin (RBM,) the core application in Prime Services which calculates house
margin requirements for Prime Services institutional clients. RBM is
implementing new methodologies and re-architecting parts of the existing
application as part of a larger enterprise-wide initiative The focus of this
role is developing risk and algorithm based margin methodologies for a
variety of asset classes, and application development to deliver these
strategies based on SOA ( Service Oriented Architecture)
*Requirements
*
* Expected 5+ years of experience in *Financial* Services Software
development.
* Expertise in object-oriented analysis and design with a broad
understanding of software design patterns
* Either extensive experience in C++, STL, multithreading, software design
on a Linux environment, or proficient with J2SE/J2EE, Web Technologies (XML
/ XSL / SOAP / Hibernate / Spring) JMS, core Java, Coherence/Tangosol
* Database & scripting: Proficient with Sybase or SQL server and ability to
write stored procedures, Perl, Unix shell scripting etc.
* Middleware: Experience using middleware components such as Tibco RV and
CORBA strongly preferred. XML, data binding and SOAP web services.
* Bachelors or Masters from a top tier School in Computer-Science or
Engineering.
*Preferred:
*
** Finance Domain knowledge.
* Understanding of equity, rates, credit, FX and derivatives products.
* Understanding of VaR, stress testing and other risk models for fixed
income, equity and derivative products.
* Understanding of quantitative risk techniques used to measure portfolio
risk including: derivative pricing models (e.g. Black-Scholes), and risk
measures (greeks/sensitivities).
* Knowledge of interest rate term structures and credit sensitivities.
* Understanding of house margin and risk in a Prime Brokerage context.
* Knowledge of hedge fund trading and risking strategies.
* Courses in Quantitative Finance*
*If you are comfortable with the above requirement please send matching
resumes to **na...@ajaxinfotech.com* <na...@ajaxinfotech.com>* along with
the below details. *
1. Name -
2. Contact -
3. Email-
4. Rate -
5. Current Location -
6. Availability -
7. Work status-
8. Relocation issue if any -
9. Education
--
Thanks & Regards,
Nag
Ajax Infotech
Contact: 314-266-3623
Email: na...@ajaxinfotech.com
www.ajaxinfotech.com
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