C++ jobs in Manhattan, NY
"Victor R. Volkman" <[email protected]> Mon, 20 Mar 2006 15:37:13 -0500
| Newsgroups | gmane.comp.programming.cppug |
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| Message-ID | <[email protected]> |
All interested parties should forward their resumes to Debbie at [email protected] or contact me directly at 646-461-1637. COMPANY: Leading Investment Bank Position: Developer (three openings) LOCATION: Mid-Town Manhattan Responsibilities: * Develop systems for several trading desks in a very fast-paced environment. The development is mostly in C++ but requires a considerable amount of scripting. The position will give an opportunity to learn about the business of interest rate derivatives. * Be in constant communication with the users - answer questions, give explanations, receive new requests, present test results, etc. * Work on several tasks at the same time while trying to meet a deadline for each of them. This requires considerable flexibility and efficient planning. * Be a part of the team providing support of batch runs on the 24/7 basis. * Requirements: * Strong knowledge of C++ (3+ years of experience). * UNIX (Linux a plus), Shell, Perl. * SQL a plus. * XML a plus. * Experience in financial industry is preferred (but not mandatory). * Excellent verbal and written communication skills. ************************************** Infrastructure Analyst LOCATION: Mid-Town Manhattan Responsibilities: Provide technical additions to the Risk Technology group in the firm's effort to significantly improve its sophistication of risk management systems * Develop software for system re-architecture to include automated build and deployment. * Develop scalable infrastructure on credit risk systems, which includes parallel and/or distributed computing, financial applications and hands on technical development. Requirements: * Knowledge and hands on experience of C++, messaging, other server technology * Perform general engineering analysis and testing of current system * Work with technologies including unix, linux, and server side development ************************************** Quant Developer (3 positions) Area: Risk LOCATION: Mid-Town Manhattan Risk Technology is looking for several quantitative developers. They will be strategic additions to the group in the firm's effort to significantly improve its sophistication of risk management systems * There has been heightened focus from both the firm's management as well as external regulatory authorities in risk management. These new hires are to participate and play critical roles in this dynamic environment to rapidly advance our risk management capabilities. Responsibilities * Work closely with risk methodologists to develop the models for the dynamics of market risk factors and valuation of financial, and mostly exotic options along with other financial instruments. * Work with trading areas to develop the sourcing for market data, deal information, pricing capabilities. * Implement and support the simulation and pricing models. * Support the quantitative inquiries regarding the risk calculation. * Meet with business users and quant modelers in a highly cohesive and goal-oriented, team environment. Requirements * Strong knowledge of valuation and pricing models, including interest rate derivatives and credit derivatives. (at least two years experience is preferable) * Strong knowledge of risk modeling, including Monte Carlo based simulation models. * Strong software development skills; strong coding. * Strong C++ and unix required; java is also highly desirable. * Ph.D. in Mathematics, Engineering or Physics (or equivalent experience) highly preferred. **************************************************************** Description The Risk Technology group is looking for a solid C++ developer with experience in financial modeling. Will be part of a small group that creates analytics algorithms/libraries for the larger Market Risk group. Responsibilities Work with the team and closely with Risk Managers in developing algorithms for risk measurements through the full product cycle from idea to production system. Requirements Strong experience in C++ (Linux, Sun, Windows) is a must Experience with STL, exceptions, version control systems desired Knowledge of Equity and Fixed Income analytics is essential Exposure to Risk Management a plus SQL experience (particularly Sybase) desired Good communication skills, both with users and fellow developers ************************************** Support Analyst Area: Risk LOCATION: Mid-Town Manhattan Responsibilities * Provide application and infrastructure support for Risk * Analyze and report on complicated, multi-layered systems, to include pricing and market data information, P & L reporting, batch reporting, etc. * Help to explain reporting results to Risk Managers or Quants, based on Risk Future Pricings, credit derivatives, inflation swaps, etc. * Troubleshoot system and escalate problems to technical staff when needed Requirements * C++, Perl, and database experience is a must. Java is desireable but not required. * Previous experience in either trading systems support (e.g., risk support desk or trading support desk) or as an administrator for production systems * Candidate should possess great integration skills, be able to navigate through ad hoc queries, and take the big picture approach when investigating problems * Candidate will be trained extensively on the details of running and monitoring the Risk systems * Candidate should be sharp, quick and aggressive in dealing with traders and system problems. * Should possess keen interest in Risk technology support and be comfortable putting out fires on a daily basis. **************************************************************** Senior Derivatives Risk Developer FID IT Energy Derivatives LOCATION: Mid-Town Manhattan Responsibilities: # Be a part of the team to build the risk management tools and platform for a newly formed energy derivatives trading desk. # Work with traders, quants and Ph.D. to convert trading ideas and models into superior risk analytics for oil, electricity and natural gas trading. # Leverage a combination of coding, finance and mathematics skills. # Evaluate models from non-energy derivatives areas and work with quants to help decide what to re-factor and what to build from scratch. # Work with other technologists to integrate development plans into a robust, scalable and extensible infrastructure. Requirements: * Six or more years experience in a front-office derivatives technology role. * Masters or Ph.D. mathematics, computer science or other technical degree (or equivalent experience). * Creative but practical problem solving skills. * Must be a hands-on software developer - this position works very closely with quants but it is not a quant/researcher position. * Able to be effective in a trading floor environment. * Experience in pricing derivatives and developing risk management tools. * Understand option models, sensitivity analysis, essential statistics, forward curves, etc. * Very strong C++ (templates, practical OO, memory issues, function pointers, etc.) * Knowledge of energy products a big plus but not required. * Experience integrating models into Excel environment a plus. * Experience on both Linux and Windows platform a plus. Debbie Honig Senior Recruiter & Account Manager The Sporn Group Inc. Primary: 646-461-1637 Head Office: 212-344-5050 Yahoo! 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