I have a very urgent DIRECT CLIENT requirement for Sr. Developer in New
York, NY.  Please Let Me Know If you have available candidate, please reply
with their word resume, location, rate and contact number.

Please send the resumes at [email protected]

Job Title: Sr. Developer
Location: New York, NY
Duration: Long Term Contract

Job Description:
Designs, analyzes, develops, codes, tests, debugs and documents programming
to satisfy business requirements. Proficient in application development
skills for more than one technology as well as proficient in multiple
design techniques. This position should typically be used for an advanced
or lead level resource.
Develop and support front- and middle-office systems for JP Morgan's Chief
Investment Office (CIO). Our trading infrastructure covers trade capture
and processing, risk management, P&L reporting and feeds to our dedicated
back-office and many global corporate systems. It consists of risk
management system, Sybase database, market data capture, data integration
with many in-house systems and extensive batch processing.
We trade a wide range of fixed-income and equity securities and derivatives
(Exchange-traded and OTC) across multiple trading strategies in the
interest-rate, credit, and equity markets, as well as fixed-income and
equity.
The ideal candidate will have excellent analytical and technical skills
combined with great interpersonal abilities and a positive attitude. The
candidate will design and enhance global risk management system to
integrate with valuation control group (VCG) system for Independent Pricing
Valuation (IPV), Fair Value Adjustment (FVA) calculation and generation of
related reports for interest rate (IR) derivatives products. Understand
pricing of IR and other fixed income products, P&L calculation, P&L explain
calculation, risk measures, and risk based feed & report generation. He or
she will thrive in a dynamic business-focused environment which values and
rewards delivery of technology which adds real business value, and where
change is a constant factor.

Qualifications Required Skills
+ Experience in P&L and P&L explain calculations, risk measures
calculations, risk data feed generation and data integration using MQ
messaging and XML.
+ Experience in SQL/Sybase, Linux/Shell/Perl scripting
+ Programming experience using object oriented programming languages C++ or
Java
+ Working knowledge of Python or ability to quickly learn Python
+ Understanding of financial instruments(preferably fixed income products),
valuation concepts and risk measures
+ Eclipse IDE based development
+ UNIX shell scripting
+ Excellent verbal and written communications skills are required.

Nice to haves:
+ C++, C, Java
+ Knowledge of interest rate derivatives products, yield curves, discount
and forward curves, bucketed exposure
+ Understanding of Agile software development
+ Subversion
+ Excel, use of Pivot table
+ J2EE web application development: JSP , JMS, XML
JPMorgan Chase is an Equal Opportunity and Affirmative Action Employer,
M/F/D/V
External Description
The following information will be posted externally only.

Thanks,

*Kiran Gorak*
872-213-9163 Phone
[email protected] <[email protected]>

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