Job Description

Job Title: Senior Application Software Developer

Responsibilities:

  • Analysis of the requirements and design
  • Code development and unit testing
  • Participate in code review sessions

Required Qualifications:

  • Strong C/C++ or C# or Java
  • Previous experience in a financial institution
  • Understanding of finance and especially derivatives
  • University degree in Mathematics or Computer Science
  • Seven years of experience developing quantitative financial software
  • Ten+ years of software development experience overall
  • Expertise in key software design concept, such as object oriented design
  • Understanding of linear algera
  • Understanding of Mont Carlos and random numbres
  • Understand of Value at Risk, counterparty risk
  • Strong communication skills, oral and written
  • Excellent problem identification and resolution skills

Preferred Qualifications:

  • Master's degree or PhD
  • Experience in grid computing and parallel processing
  • SQL
  • Java
  • Exposure to Netezza/Sybase/Oracle
  • UNIX/Linux/Solaris OS
  • Shell/Perl knowledge

QBH#: 2192

Application Instructions

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