Senior Equities Programmer Analyst

Global Financial institution located Jersey City, NJ has an immediate contract position for a Senior Equities Programmer Analyst

Description
The role offered is a senior hands-on Programmer Analyst role for the Equity Risk Services Team within the NAM Equities Technology group. The Risk Services team develops Front Office software for the Global Equities Business and has developers in New York, London, Belfast, Brazil, and Hong Kong.

The role will involve the architecture, design and development of a new generation of Trade Capture application infrastructure and services for our Global Risk Management platform, EQRMS, which supports live and overnight Risk, P&L, Scenario analysis, and OTC Pricing. New capabilities will be typically deployed in close partnership with Front Office traders and other technology teams and rolled-out in London, NY, HK, Tokyo and Sydney.

Using the recently adopted Agile development methodology, the successful candidate will be responsible for the technical leadership and development of major re-engineering projects on the existing platform using a variety of technologies including:

• FPML, XML modelling of the OTC Derivatives
• C# and/or C++
• Enterprise messaging, such as Tibco EMS
• Distributed Object Cache, such as GemFire
• SQL Server/Sybase

This role will involve some interaction with traders and quantitative analysts in the Front Office businesses, as well as working closely with other technology teams such as Live and Overnight Risk, Hybrid Products, and Grid Development to gather technical and functional requirements, agree on architecture and design, and develop and deploy services into production globally. The candidate will also contribute to regular status updates to business and technology management.

In addition, the EMEA Risk Services team owns a number of strategic initiatives for the Equities Risk team; the successful candidate would have the opportunity to contribute to some of these initiatives, for example Risk Services Architecture, Trade Data Services for Exotic Equity Derivatives, Market Data Services, Position and P/L services, developing Application Certification standards, visualisation toolkits, etc.

The Global Risk Technology Team develops the Front Office technology required by the Equities, Equity Derivatives and Hybrid Multi-Asset businesses, in 5 sites London, NY, Tokyo, HK and Sydney. These applications cover quantitative models, market analytics, pricing tools, live risk and P&L reporting, external customer trade valuations and all overnight batch processing for marking, P&L and risk reporting. The system currently supports a full range of Equity Derivative products and their associated hedges including basic FX and FI product types and it is currently being enhanced to support additional FI instruments such as swaptions, cross currency swaps and an improved interest rate swap capability.

Key Responsibilities:

• Implementation of Trade Data Service using a variety of technologies.
• Assist with technical design of core equity risk services.
• Design and implementation of business logic component part of the TDS

Key Relationships:

• Other Application technology Teams, both in Jersey City and in other regions.
• Other teams within Bankings Technology organisation: Architecture, Grid Support, Technology Infrastructure, Engineering.
• Front Office Traders, Quants

Required Skills/Experience:

• FPML, XML modelling of the OTC Derivatives
• C# and/or C++
• Enterprise messaging, such as Tibco EMS
• Distributed Object Cache, such as GemFire
• SQL Server/Sybase
• Front Office/Trading Floor environment experience
• Excellent communication ability (both written and verbal), superior inter-personal skills
• Strong programming background within investment banking, with previous experience in developing and maintaining multi-threaded/distributed systems on Windows platform using C# or C#.
• Good SQL & database knowledge, with Datamodelling experience an advantage.
• Ability to enforce standards for software development: continuous integration and testing, information security, software quality & controls.
• Previous experience of Front Office businesses in the financial industry is essential
• Good knowledge of either Equity Derivatives or Interest Rate Derivatives is essential.
• Proven track record of successful design and delivery of complex technology systems in a global environment.
• Pro-active and dynamic individual who is able to work under pressure in a Front Office technology environment
• Delivery-focused, self-motivated and an excellent team player.