Position: *C++ developer*
Client: Barclays Capital Location: NYC Rate: $500 a day Experience: 8+ years *Department Overview* Fixed Income Technology is responsible for the development and support of all front, middle and back office applications and systems that are used to support Fixed Income business globally. Systems supported are a combination of In-house development and vendor applications, using a variety of technologies. The Fixed Income team is comprised of over 200 staff in London, New York, Tokyo and Singapore. The Fixed Income business aims to be one of the leading liquidity providers in the derivatives and the Government bond markets, and to offer an integrated sales, trading and research service to the client base comprising investor business, corporates, financial institutions and hedge funds. The product offering includes Government Bonds, interest rate swaps, basis swaps, interest rate options & swaptions, FRAs and caps / floors. *Team Overview:* The Fixed Income CRE team develops trade-specific plugins in C++ to calculate Risk and P&L. The system covers all vanilla, inflation and exotic products traded within the Fixed Income desk globally. It is also being deployed for other business lines such as Emerging Markets. It is a global team with a presence in London, New York and Tokyo - and there will be significant interaction with the other regions. First-line application support is done by a global Application Management team. *Main Function* C++ development within the CRE plugins framework. This will be to introduce functionality throughout all the trade types supporting a new curve methodology. This is a strategic piece of development which will deliver a comprehensive pricing and risk benefit to the Fixed Income traders. There will be global management of the project and development performed in multiple centers. There are 5 new core plugins to be coded in C++ - and each existing trade plugin will need extension to subscribe to the new curve framework. There will be a significant period of user testing and interaction with the traders to ensure the new functionality is performing to specification. *Main Duties* Daily work on the C++ plugin code-base to deliver the new functionality. Disciplined code management and liaison with the rest of the global team on merging. Running and authoring new unit test cases to ensure new functionality works correctly while maintaining existing behaviour. In User Acceptance Testing - work with the traders to ensure signoff. *Person Requirements* *Education:* A good degree in Computer Science, Software Engineering or similar discipline. *Experience:* 5+ years of C++ development experience, preferably with Microsoft Visual C++. Investment bank exposure within a derivatives area. Knowledge of interest rate derivative products, curve construction, risk and P&L explain methodologies would be extremely beneficial. *Skills and knowledge:* Essential skills: Strong C++, XML, Perforce or other source control. Preferred skills: VBA, IR derivatives *Candidate profile:* Proven ability to work within a team environment. Clear and fluent use of English - and good written/verbal communication. Excellent problem solving skills - and the ability to exercise independent judgement. We require a self-starter, who has the ability to quickly adapt to our complex RiskEngine framework. R Square Inc. strictly complies with applicable national laws, including, but not limited to, laws relating to labor and employment, equal employment opportunity, and employment eligibility requirements. Thanks and regards, *S**ANKAR **| * *R **S**Q**UARE** **| **New Jersey **| **Ohio **| **India **| **Phone: +1 609-520-8204 x 183 **|** Fax: +1 609-520-8205 **| * [EMAIL PROTECTED] *| *Web: http://www.r-square.com --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JAVA_J2ME_JNI" group. To post to this group, send email to JAVA_J2ME_JNI@googlegroups.com To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.co.in/group/JAVA_J2ME_JNI?hl=en -~----------~----~----~----~------~----~------~--~---
