Team Lead Java Applications Engineer with Capital Markets/FX | Charlotte NC or New York
* (COMPLETE SSN REQUIRED)* This is for Wells Fargo. This is a contract to hire job. The contract is 9 months before they convert to FTE. *Only send US Citizen and GC Holder.* *CTH position* Title : Team Lead Java Applications Engineer -- Capital Markets/FX Location: Charlotte NC or New York *Type Contract to Perm* Financial Services companies seeks a Hands-on Team Lead with Java - Capital Markets and FX. This is a contract to perm position in either Charlotte NC or New York Requires - 7+ years of software engineering experience. - 4+ years of capital markets experience. - Experience in derivatives pricing and risk management systems. - Experience in being a key individual contributor in a complex system that has been designed and built from scratch. - 5+ years of experience in core Java including concurrent programming. Preferred - Comfortable working in a fast-paced and dynamic environment - Bachelors in Computer Science, Mathematics or Engineering - Expertise in commercial systems such as IBM Platform Symphony, DataSynapse, Coherence and Gigaspaces is a plus. - Experience with systems in counterparty risk, CVA or credit derivatives a strong plus - - 2+ years previous experience in designing, developing OTC Derivatives post trade system modules, specific knowledge on, Dodd-Frank, EMIR, FATCA, Basel, and Volcker regulations - Strong design skills. - Strong communication skills. Will be working on a new project Developing a FX Risk Services Application. The job regularly has application development responsibilities that require: 1) working knowledge of mathematical modeling constructs substantially similar to one, or more, of the following (either as an individual contributor or in leading others): advanced mathematical concepts, such as financial engineering/advanced calculus/statistical modeling/concepts of probability; theoretical pricing characteristics, e.g., the Greeks; and/or expertise in developing technology in support of multiple, complex risk and/or pricing models which require ongoing evaluation based on market fluctuations, such as VaR, Counterparty Potential Future Exposure, stochastic modeling, derived market data and stress testing; 2) extensive experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading; and 3) working knowledge of SEC, FNRA and International Regulations in building technological solutions. *Sam (Saurabh Gaur)* *Sage Group Consulting Inc.* *Direct Number*: *732-784-6489* *Office: 732-767-0010 Extn: 604* -- *Please only reply to my official ID sg...@sagetl.com <sg...@sagetl.com>* Sam (Saurabh Gaur) Sage Group Consulting Inc. Office: 732-767-0010 Extn: 604 Email: sg...@sagetl.com GTalk: superbsam21 | Yahoo: saurabh_gaur www.sageci.com [image: Description: saplogoone][image: SageLogoC] -- You received this message because you are subscribed to the Google Groups "USITCV" group. To unsubscribe from this group and stop receiving emails from it, send an email to usitcv+unsubscr...@googlegroups.com. To post to this group, send email to usitcv@googlegroups.com. Visit this group at http://groups.google.com/group/usitcv. For more options, visit https://groups.google.com/d/optout.
