Maintain and develop a suite of applications and processes leveraging languages such as C#, SQL, Python, Bloomberg API, Perl, VBA which collect, validate, normalize, store, and monitor the structured and unstructured financial market data from internal and external sources. Collaborate with portfolio managers, desk analysts, and members of the Research Group to develop and implement new models and sensitivity metrics, and to extend existing analytics to previously unhandled instruments. Develop and maintain analytical reports and applications to summarize the market data and risks requested by the trading teams. Develop tools for portfolio risk aggregation, P&L attribution, and scenario and Monte Carlo analysis. Interact with traders and other members of the Quantitative Research Team to understand their requirements and implement required financial analytics framework.
Two (2) years of experience in the following (experience may be gained concurrently):
-Developing software -.NET development platform, specifically C# -Object oriented programming and experience with design patterns -Relational databases and SQL to manipulate large datasets-C++ and VBA-Assisting and technically mentoring junior level developers on their projects-Mastering the tools needed to debug and diagnose issues in any development environment and exhibiting a thorough understanding of the scope and relationships between large application features and application stacks.
Requires a Master’s degree (or foreign equivalent) in Data Analytics Engineering, Financial Engineering, Software Engineering or a directly related field
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