C++ jobs in Manhattan, NY

"Victor R. Volkman" <[email protected]> Mon, 20 Mar 2006 15:37:13 -0500
Newsgroups gmane.comp.programming.cppug
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




 
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