NY, New York
Job Title: RAD Developer
Location: New York, NY – working closely with trading environment
Company: Our client is in the Financial/ Banking Services Industry.
MUST HAVES - Excel, VBA, C#, basic understanding of PnL, market data, trading etc.
About Risk & Analytics Equity Technology
The Risk and Analytics Equity Technology team is responsible for the delivery of technology initiatives around the core Equity Derivatives trading system, to a variety of business areas: Front Office, Market Risk, Credit Risk, Product Control and Operations. Additionally we are responsible for delivery of a system for pricing and risk valuation of those trades that exceed the specifications of the core trading system. We are currently transforming our technology infrastructure in line with the bank's strategic initiatives.
- Develop and maintain applications and solutions for the EFS Trading desk, GFRM, and Product Control functions
- Provide tactical solutions on business requests
- Integrate RAD solutions into the strategic projects within the department where required
- Analyze user requirements, document, and revise systems functionalities for the equities derivatives trading desk
- Liaise with trading, sales, and structuring users to gather requirements to develop, modify, and resolve issues encountered in pre-trade pricing applications
- Conceptualize, deliver, and support software applications using Excel, VBA, C# and SQL technologies.
- Review computer system capabilities, workflow, and help resolve limitations
- Analyze computer source code and live performance indicators to locate code problems and correct errors
- Utilize SQL and stored procedures to query, fetch, update, and delete data from relational databases.
- Analyze and improve software project lifecycles to drive testing, deployment, and post-deployment support
- Reconcile pricing differences between systems
- Assist in the design and implementation of derivatives pricing and risking algorithms to maintain and enhance internal risk engine platform
- Utilize industry standard and domain-specific computer languages to implement and support derivatives pricing and risk methodologies in internal risk engine platform
- Provide second line support to intraday and overnight production PnL and risk batches that generate prices, PnL and risk numbers used to manage trading books.
- Bachelor’s degree or foreign equivalent in Mathematics, Financial Engineering, Computer Science, or related field
- 1+ years of technical proficient - knowledge of data structures, algorithms and general problem solving is required.
- 1+ years of experience programming in C+, C#, Python and/or Excel/VBA software programming language.
- 1+ year of knowledge with Financial Markets fundamentals
- Strong verbal & written English communication skills
- Knowledge of Equity Derivatives
- Knowledge of Exotic Equity Derivatives
- Knowledge of functional programming (e.g. Haskell, F#)
- Proven ability to pick up and learn new languages on the job
- Knowledge of databases & their SQL languages (e.g. Oracle, MSSQL, PL/SQL, TSQL)
- Knowledge of COM