Ref No.: 18-15112
Location: New York, New York
A Major Financial Firm located in New York, NY has an immediate contract opportunity for a Developer.

JOB DESCRIPTION
GM FO IT Risk and PnL consists of around 150 staff, located in London, Paris, New York, Tokyo and Singapore. We develop and support the Risk and PnL front office (FO) systems for global markets (GM) i.e. the recently combined fixed income and equity business. This covers the analytics and distributed grid computation solutions as well as presentation across a comprehensive range of asset classes.

Team Overview:
The team supports all aspects of Mortgage Trading with an emphasis on the daily production of Risk and PnL. We support all the métiers viz. Trading, Application Production Support, Risk Managers, Business management, Research, Middle Office and Back Office/Settlement systems for Mortgage Trading. The team also handles all mortgage related static and dynamic data storage and dissemination from external vendors like Intex, eMBS, Bloomberg etc

Role Overview:
Bank has launched very ambitious Digital Transformation plan aiming to strengthen our organization and adapt CIB to ensure it remains a healthy and sustainable business in the long term, providing solutions to our clients, and core to the Group in its diversified business mix.

The role being offered is to participate in this major multi-faceted re-engineering project and work within GM FO IT Risk and PnL as part of the NY Risk and P&L Development team to help deliver this new platform.

The project is aimed on revamping existing usage of Mortgage Analytics engine creating server-based solution to handle numerous client requests. This solution would not only make extensive use of pre calculated data, it would also cache data from calls to the Yieldbook API and make a call in in a parallel manners thus significantly improving the performance of the system. The new approach will also improve the scalability and significantly reduce cost of producing new Risk P&L or regulatory reports.

All tasks above are to be conducted with the supervision of senior Risk and P&L IT developers, direct interaction with MBS trading desk and the assistance of quantitative research team.

Qualifications:
  • Knowledge of .NET and C# (2-3 years of experience).
  • Knowledge of VBA / Excel interface (Add Ins, scripting).
  • Experience in creating server-client multithreaded solutions (WCF or similar)
  • Knowledge of the XML format and the various ways in which it can be handled in C# and other languages including the Databases like SQL Server.
  • Experience in the full software development lifecycle.
  • Excellent troubleshooting and debugging skills
  • Ability to multi-task and prioritize with a focus on delivery
  • Familiarity with the Yieldbook Risk platform and its xml interface is a big plus.
  • Familiarity with Mortgage Trading, Pricing, and Risk Management concepts with special emphasis on the management of Mortgage data available through eMBS, Intex, Bloomberg and other sources is a plus.
  • Good interpersonal skills given the numerous actors in this re-engineering project.
  • Able to work autonomously within the requirements of the project and the quant team.
  • A flexible, hands-on attitude and willingness to make things happen.