Saturday, January 22, 2011

Equity Derivatives Reporting Developer

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Position Category: Information Technology
Position Title: Equity Derivatives Reporting Developer
Job Level: Associate
Location: USA - NY - New York
Education Required: Bachelors Degree

Position Description:

This position is for an application developer to work in the Equity Derivatives Aggregation team. The team is responsible for collecting and distributing risk, positions and PnL data for the Equities OTC Derivatives trading division. The successful candidate will need to work closely with Traders, Risk Management and the Risk Calculations Team to deliver intra-day and end of day reporting and data provisioning solutions. The equity derivatives risk repository is a mission critical system that pulls in trading and risk data in real-time and has to maintain sub second response times for data requests made by trading systems. This enables equity trading to make critical risk decisions. The data from the system is also used, amongst other things, for senior trading management reporting, collateral calculations, SEC compliance reporting and calculation of the firm’s VaR numbers.

The team is a globally distributed development team made up of around 15 people and sits within the wider group of risk and pricing systems.

The role will require the candidate to use all their problem solving and analytical skills to develop new functionality for the risk repository and reporting system. This includes the completion and migration to a new risk repository being developed using q/KDB+ and Java.

The candidate must be a strong developer with experience in systems, reporting and database technologies. The successful candidate will be a keen technologist with strong engineering and mathematical skills. The candidate will also be able to demonstrate past experience of working successfully within and across teams and also that they are a self-starter who can work independently.
A strong interest in the financial industry is essential.

Skills Required:
Commercial systems programming experience using Java or Perl
Database development (Preferably Sybase)
Unix/Linux – Ksh scripting experience

Skills Desired:
Experience of Kdb+/q
Business knowledge of derivatives risk
Experience of Qlikview development


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