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C# Developer / Credit Risk / Derivatives
Ref No.: 13-00032
Location: New York, New York
Start Date: 10/09/2013
C# Developer / Credit Risk / Derivatives - Consulting Position
Rate: NEGOTIABLE  per 8-10 hour professional day
Client: Investment bank
Location: NYC ¿ Midtown

Duration: 1-2 years+
Rate: to $755 per 8-10 hour professional day (corp or W2)

 Job Description: Developer
 
Required Skills
 
¿       BA or BS in Engineering, Math, Physics, Computer Science or equivalent
¿       Strong hands-on experience developing server-side applications in C# for a multithreaded application environment
¿       Experience programming in a high concurrency environment
¿       Extensive use and knowledge of native Windows OS synchronization objects and methodologies
¿       Strong hands-on experience in C#, .NET, XML, & Windows
 
Desirable Skills
 
¿       Advanced degree in the above areas or a separate degree in Business or Finance (MBA or MFE preferred)
¿       Messaging System
¿       MS SQL Database
¿       Risk system experience and domain knowledge in credit
 
Other Requirements
 
¿       Strong interest in Credit Derivatives products
¿       Ability to take ownership of issues and follow through effectively to resolution
¿       Excellent analytic, problem solving, and troubleshooting skills
¿       Innovative, self-motivated, and detail-oriented
¿       Good communicator with peers and users
¿       Able to work individually, in or across teams
¿       Delivery focused
¿       Sensitive to control and risk concerns
¿       Comfortable balancing concurrent projects
¿       Work well under pressure
¿       Tolerance for change
 
 
The candidate will work within the credit risk team which is responsible for a creating, maintaining and supporting our integrated calculation environment consisting of our distributed calculation, risk, and trade engines, market data, and feed generation components.  The software manages a wide variety of fixed income and derivative businesses including EM, credit derivative, longevity market and mortgage derivatives.  The prime objective of the system is the creation of comprehensive end-of-day, intra-day, and real-time risk analysis to support strategic trading and risk management.