Company - Major Financial FirmPosition: Full -Time Permanent
Location - New York, NY
Compensation: Competitive
Job Description:We are looking for an expert software engineer to work within UMR Technology group.
The successful candidate will work primarily on building the firms Enterprise Regulatory Platform to calculate Initial Margin to satisfy Uncleared Margin Rules (under Dodd Frank Regulation). Some maintenance of existing systems will be necessary for the medium term (1-3 years) along with strategic work.
- People of high caliber and analytic thinkers
- Good communicator – who can write requirements down clearly.
- Demonstrates initiative and ownership – does not require micro-managing and can run with high level spec
- Someone with an advanced degree in a quantitative areas (computer science, engineering, applied physics). Not theoretical math or physics.
- Someone who likes to work on hard problems. Someone who has worked on a hard problem before.
- Someone who has used technology to deliver a significant "enterprise-scale” project in the past and saw it though to delivery.
- Ability to work with Front Office and understand the "why” not just the "what” of their asks
- Someone who challenges the conclusions, and provides alternatives
- 5+ years of experience in a senior VP / director role similar role.
- Be a 'hands on' coder
- Contributes ideas and is creative – not a coding drone
- Be able to work with a team of like-minded high-caliber developers.
Technical Requirements:
- Strong risk background. In depth understanding of market Risk and Fixed Income products (IR and credit products).
- Grid computing.
- Object oriented languages (C/C++/C#/Java/Python)
- Front offices tools experience.
- Relational and OO databases.
- Architect enterprise system.
Preferred (good to have but not requirements)::
- UMR/XVA in depth knowledge.
- Python
- Responsible for developing, enhancing, modifying and/or maintaining applications in the Global Markets environment.
- Software developers design, code, test, debug and document programs as well as support activities for the corporate systems architecture.
- Employees work closely with business partners in defining requirements for system applications.
- Employees are expected to have in-depth capital markets product knowledge, and manage a high level of risk.
- Employees typically have in-depth knowledge of development tools and languages.
- Is clearly recognized as a content expert by peers. Individual contributor role.
- Typically requires 5-7 years of applicable experience.