| Location: | Chicago IL |
| Shift: | |
| Description: | 115-135k The Credit Value Adjustment trading desk manages counterparty risk in the Global Rates and Currencies business. In order to do this a variety of trading and risk management tools are used. Scenario Tool is the core risk engine used by the desk. It is a large-scale distributed application built in C++ and Java and running on a UNIX (Linux) platform. Many third party technologies are used including Data Synapse, JBOSS and SQL Server. The pricing models used are complex and cover a wide range of asset classes. The role involves support and development of the Scenario Tool application. This will include implementing new functionality, refactoring and performance enhancement, investigating problems (second line support) and assisting with the testing and deployment process for new releases. This role would suit an experienced developer who is looking for a challenging technical project and the opportunity to improve their business knowledge. Essential skills Strong C++, UNIX and SQL Good core Java (server-side Java) Experience of working on complex large-scale distributed systems, including appropriate debugging techniques Knowledge of source control concepts OTC interest rate derivatives product knowledge, including some pricing knowledge The ability to understand complex concepts and absorb large amounts of information quickly Self starting, positive and hard working Good communication and teamworking skills Desirable Skills Knowledge/experience of any of the following: Data Synapse, JBOSS, MS SQL Server, CORBA, Perforce Exotics product knowledge, including pricing |
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