Our client is seeking a C#/C++ Programmer to join the Equity Finance team, this team focuses on expanding its’ analytical platform to more efficiently manage risk for a global portfolio of leveraged assets, help design and implement functionality to manage portfolio liquidity metrics, optimize and expand client financing and management algorithms, create and monitor management of stock loan and borrow flows, expand and facilitate PnL analytics.
Specifically, you will be working on VaR integration for the Equity Desk.
- Roll out VaR analytic numbers for the Equity Desk in order to compute margin numbers in addition to sourcing Risk numbers from various upstream systems
- Onboard new asset classes onto a strategic platform in order to compute Hist Sim based pnl vectors in order for VaR computation
- Partner closely with business stakeholders to support and improve the risk management platform.
- Bachelor’s or Master’s degree from an accredited college or university in Computer Science, Math, Stats or related field.
- 7+ years in computer programming using scalable technologies: C#, C++ and F#
- 5+ years of Financial industry IT experience or related
- 4+ years of SQL Server programming skills
- 4+ years of hands-on experience in all phases of software development lifecycle
- 4+ years on Object Oriented Programming, XML, MQ / Solace messaging and Continuous Integration
- Strong ability to analyze data, detail orientation and good quantitative ability
- Knowledge of stats, numerical optimization, financial instruments’ pricing
- Experience on multithreading / parallel processing and application performance optimization