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C++ Developer, Fixed Income Exotics
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| Location: | City of London greater london | london |
|---|---|
| Tags: | c | c+ | c++ | fixed income | developer | risk | risk management | front office | com | vba | greenfield | banking | junior | investment banking | lead developer | c greater london | c london |
| Type: | Permanent |
C++, Fixed Income, Exotics, COM, Excel, VBA, Greenfield, Banking, Front Office, London.
My client is a leading global investment bank engaged in building a brand new exotics business in London. They are seeking a Lead C++ Developer to join their front office development team who focus on trade capture, pricing and risk management technology for highly structured products within the Fixed Income Exotics business.
This is Lead Developer position within a greenfield and exciting business area. The opportunity to acquire and expand upon business knowledge is unparallelled and the successful candidate will literally own a series of front office business critical systems in a short space of time.
The group has been tasked with the following activities in 2008:
• Enhance the Monte-Carlo Credit Reserve and Prepayment applications to provide further risk management capabilities and P&L attribution for IR, FX and Vol components.
• Integrate the Monte-Carlo Credit Reserve and Prepayment applications into the wider Exotics technology stack.
• Provide a booking and risk management solution for Funnel Swap trades within the existing Exotics infrastructure..
• Provide a solution for the risk management of RMBS trades.
• Enhance the performance of the Monte-Carlo Credit Reserve and Prepayment applications to deliver risk results in a timely fashion for the desk and to support future growth of the business.
The responsibilities specific to the candidate will include leading development in C++/ COM and Excel/ VBA and mentoring other, more junior members of the team.
Candidates must have extensive front office investment banking experience within the fixed income or exotics space and be exceptionally strong C++ programmers. Knowledge of COM, Excel and VBA is also a prerequisite, as is a degree in a mathematical or scientific discipline.
Please forward your CV to cbarnish@astoncarter.co.uk or call Craig Barnish on 020 7997 1011.
Aston Carter Ltd is acting as an Employment Agency in relation to this vacancy.
My client is a leading global investment bank engaged in building a brand new exotics business in London. They are seeking a Lead C++ Developer to join their front office development team who focus on trade capture, pricing and risk management technology for highly structured products within the Fixed Income Exotics business.
This is Lead Developer position within a greenfield and exciting business area. The opportunity to acquire and expand upon business knowledge is unparallelled and the successful candidate will literally own a series of front office business critical systems in a short space of time.
The group has been tasked with the following activities in 2008:
• Enhance the Monte-Carlo Credit Reserve and Prepayment applications to provide further risk management capabilities and P&L attribution for IR, FX and Vol components.
• Integrate the Monte-Carlo Credit Reserve and Prepayment applications into the wider Exotics technology stack.
• Provide a booking and risk management solution for Funnel Swap trades within the existing Exotics infrastructure..
• Provide a solution for the risk management of RMBS trades.
• Enhance the performance of the Monte-Carlo Credit Reserve and Prepayment applications to deliver risk results in a timely fashion for the desk and to support future growth of the business.
The responsibilities specific to the candidate will include leading development in C++/ COM and Excel/ VBA and mentoring other, more junior members of the team.
Candidates must have extensive front office investment banking experience within the fixed income or exotics space and be exceptionally strong C++ programmers. Knowledge of COM, Excel and VBA is also a prerequisite, as is a degree in a mathematical or scientific discipline.
Please forward your CV to cbarnish@astoncarter.co.uk or call Craig Barnish on 020 7997 1011.
Aston Carter Ltd is acting as an Employment Agency in relation to this vacancy.
http://www.technojobs.co.uk/job.phtml/153691
