Our client - Major Bank is looking for a C++ developer


This is 1 yr contract project in NYC

Please email resume with rates and contact # to vpatel@itmmi.com

REQUIREMENT DETAILS
The ideal candidate will have excellent analytical and technical skills combined with great interpersonal abilities and a positive attitude.
The candidate will design and enhance global risk management system to integrate with valuation control group (VCG) system for Independent Pricing Valuation (IPV), Fair Value Adjustment (FVA) calculation and generation of related reports for interest rate (IR) derivatives products.

Understand pricing of IR and other fixed income products, their pricing model, P&L calculations and risks measures.

He or she will thrive in a dynamic business-focused environment which values and rewards delivery of technology which adds real business value, and where change is a constant factor.

+ Understand valuation of IR and fixed income products and related market and reference data
+ Integration of risk management with internal IRIS system for automated valuation of positions by regions and books
+ Efficiently design and implement solutions in line with our architectural standards and support testing, conversion, and handover to our dedicated first-level support group
+ Structure and plan development activity and coordinate across multiple systems and regions
+ Provide application support to the first-level support group, and to the business as required

Required Skills:
+ Solid experience in C++, Linux, Sybase and data integration using messaging and XML.
+ Solid understanding of financial instruments and analytics – specifically - Interest rate derivatives /fixed income products
+ UNIX shell scripting
+ Excellent verbal and written communications skills are required.
+ Working knowledge of Python –more of a Nice to have. The candidate should have ability to learn Python as there will be lot of development/programming work in Python

­Nice to haves:
+ Understanding of Agile software development
+ Subversion
+ Excel
+ J2EE web application development: HTML, JSP and EJB (on WebLogic), XML