Our client is seeking a qualified RiskProgrammer to join the Prime Services team. This team works with the financing and asset management needs of prime clients which are primarily Top Tier Hedge Funds. Prime Services offers a full suite of financing services to these clients across Derivatives, Futures, Stock Loan and Borrow and traditional Prime Brokerage. The Equity Finance business seeks to extend margin lending and short sale facilitation at attractive rates to our customers’ positions in the Prime Margin financing market.
- Build risk models for Equity Finance, working on P&L reporting and P&L explain
- Implement prototypes and productionizing solutions
- Work closely with Secured Funding & Sales desks, development, and other stakeholders involved in the product lifecycle
- Analyze and industrialize desk models/ functions and building prototypes as per desk design in a RAD environment.
- Hands-on coding of key application patterns and components as part of functional and nonfunctional requirements.
- Technical background and understanding of Prime Services
- Support monitoring and troubleshooting of both production and nonproduction environments; address any client/trader/user queries promptly; minimize impact to business in case of production issues
- Experience working in Equity Finance, specifically risk modelling of the product and its P&L structure are a must-have for this role.
- 10+ Years in IB with the system building experiences in Electronic Trading, Quant Trading, Business Intelligent, Risk Management, and Security Lending.
- Bachelordegree in computer science or engineering
- 5+ years with each of the below:
- Programming Languages: Python, Java/J2EE, C++,SQL, Perl
- Web Technologies: Servlet, JSP, XML, HTML
- Frameworks: Spring, Hibernate
- Database: SQL Server,MySQL, DB2, Sybase
- Message Middleware: JMS, Tibco/RV, Coherence(Cache), MQ
- Web Application Server: Weblogic, Tomcat, Ajax
- Build Tools/Version Control: Perforce, ANT, VSS, SVN, CVS
- Operating System: Linux, Windows
- Automated Testing: Junit, HP WinRunner, HP LoadRunner
- Risk Management, Valuation Models, Curve Construction
- Experienceworking within teams on Front Office IT projects in banking