Hi friends Greetings, Please send the resumes to [email protected]
* * * * *JOB TITLE: C++ MULTI APPLICATION DEVELOPER*** * * * * *LOCATION: *111 Wall Street / NY** *RATE:* 45-47/hr max *Duration:* 3 months + * * * * * * *ULTIMATE CLIENT: Risk Management * * * *OVERVIEW*: Client is looking for a hands-on senior C++ multi-threaded application developer for designing and developing various modules for counterparty credit risk application platform which may include implementing margining and aggregation models, derivatives pricing and risk factor simulation. Candidate must have strong multi-threaded application development background in C++ with an aptitude for quantitative analysis and design. Candidate should have proven experience in delivering well-designed, robust and well-documented solutions in a timely manner. *KEY RESPONSIBILITIES*: · Design and develop multi-threaded C++ modules for margining models, aggregation methods, derivatives pricing and risk simulation in distributed grid environment · Manage and maintain various credit risk applications on grid platform · Provide end to end model validation and application platform integration testing · Provide application support for the OTC counterparty credit risk system · Provide support to the Credit Risk Analytics for analyzing numerical problems · Coordinate and work on multiple projects simultaneously while effectively managing multiple tasks independently to meet deadlines · Guide and mentor junior team members through collaboration *EXPECTED OUTCOMES* Deliver key Basel II project modules on time in accordance with the Basel II delivery schedule as agreed with the stakeholders. Improve counterparty credit risk application platform efficiency through series of performance enhancements by implementing efficient margining and aggregation models and new pricing and simulation models that leverage the grid computing framework. Expand technical skills of other junior team members through collaboration. *CANDIDATE QUALIFICATIONS** * * *** · *Minimum 8+ years of hands on C++ software development experience in top financial services organizations, preferably in Derivatives Credit Risk Technology* ** · Strong C++ design and development skills with deep understanding of STL, design patterns and distributed computing using multi-threaded programming on Unix platform · *Strong proficiency in MS Excel and VBA for statistical data analysis is a must* ** · Minimum 4-5 years of data modeling and development experience on RDBMS databases, preferably Sybase. Experience with web-based reporting tools in a plus · Experience with grid computing and performance tuning in distributed computing environment is a plus · *Must be able to communicate and interact effectively with clients, project manager and IT stakeholders* ** · Advanced degree in Math, Physics, Computer Science is a plus Please call me if you have any questions. Regards Seshu MetaPro IT Solutions Ph : 913-660-0395 Fax: 913-234-4369 Email: [email protected]
