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Job Information
Job title

Lead Developer / Front Office Market Risk

Company Robert Half Technology
Wage Not specified
Location United States, Connecticut, Wilton
Employment type Full Time
Education Not Specified
Year Experience 4 - 5 Years of Practical Experience
Travel Not Specified
Published on 7/25/2008
Description
Looking for a technical lead developer to build out our market risk framework. This will include the knowledge and skills to design a solution that will aggregate risk across multiple asset classes including Commodities, Fixed Income and Equities. It will expand to include historical simulation and also the ability to perform data visualization and presentation of model results. Essentially this will entail building a production quality risk system from existing models built in Matlab and Excel. The role will require technical architecture, development lead skills and implementation capability. It will also require integration with the ETL lead to ensure that all internal and external data series are available in the data warehouse as required by the valuation models.Contact: Philip.Massa@rht.comdf-tc

Experience/Skills
Requirements • Education Bachelors Degree any relevant discipline such as Mathematics, Computer Science, Engineering Experience • 5-10 years experience working for a financial institution, preferably at least 3 years as a senior development lead with experience of hiring and managing staff. Knowledge/Skills/Abilities/Licenses • C++/Java, SQL (Oracle), scripting, UNIX. • Code optimization • Distributed computing • Matlab or similar language desirable

Other desired skills:
Lead Developer / Front Office Market Risk
This job has expired.