C# Commodities

Company Investment Bank, NYC
Location United States - New York
Employment type Permanent
Updated Thursday, 06 Aug 2009
AT Ref no 157

Experience Required

· At least 3 years of full software lifecycle development experience within the investment banking industry.

· Track record of delivering large scale in-house trade life-cycle and risk management systems across a distributed framework providing intra-day and end-of-day risk.

· Prior work in a team environment with other developers.

Experience Preferred

· Commodities derivatives knowledge.

· Significant and relevant experience of delivering strategic risk solutions to an exotics derivatives business.

Skills / Aptitude Required

· At least 3 years of C# experience in either client or server-side development environments.

· Strong analytical skills.

· Candidates with strong Java knowledge will also be considered.

Skills / Aptitude Preferred

· History of delivering strategic risk tools including scenario analysis, P&L explains and pricing solutions.

· Exotic Derivatives & risk knowledge, including second order Greeks.

· Power & Gas, Metals, Precious Metals, Oil, FX, Commodity Indices (GSCI, AIG etc).

Experience with VB, VBA, and Excel is a plus
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