[R-jobs] Developer / Quant job

Laing, John j|@|ng @end|ng |rom k|@d|ver@|||ed@com
Wed Jan 25 19:30:31 CET 2012

Position: Software Developer/Quantitative Analyst - New York - Fixed Income

We are searching for a software developer with 3 to 6 years experience in software design and implementation. Qualified candidate should have superior quantitative skills, disciplined programming habits, and extensive knowledge of fixed income products and technology platforms. Candidate will work closely with front office trading, risk, middle office, and accounting to maintain, streamline, and develop our systems.

We are a growing, 4+ year old diversified fixed income fund with $1.2 billion of AUM. We seek to preserve capital while delivering high risk-adjusted absolute returns with low volatility and low correlation to equity and bond markets. Our product set spans the full range of rates/FX, structured, and credit fixed income products.

Key Responsibilities:
* Maintain and support internal database and related applications.
* Maintain and enhance data feeds, including Bloomberg Gateway, Geneva, and several ad hoc sources.
* Responsible for RiskMetrics systems and integrity of related risk reporting.
* Assist with implementing process improvements across front and middle office technology platforms.
* Assist with writing business requirement documents.
* Assist in the development and tracking of project plans.

Position Requires:
* Bachelors degree in Computer Science, Mathematics, or other quantitative discipline.
* Experience using Linux/UNIX including shell scripting.
* Strong programming skills in languages like C++, Java, R, Ruby, Python.
* Experience with relational databases including knowledge of SQL and PL/SQL.
* Experience working in a multi-developer environment including use of source control and project management tools.
* Knowledge of capital markets, operational workflows, and accounting principles.
* Understanding of fixed income and derivative securities.
* Exceptional analytical and communication skills.

Other Qualifications:
* Understanding of hedge fund accounting.
* Understanding of how all P&L components are calculated.
* Experience with RiskMetrics and Bloomberg AIM.
* Experience with Advent Geneva including developing RSL.
* Experience developing SQL Server / SSIS.
* Knowledge of risk theory and measurement techniques.

Please respond to: middleofficeresume using gmail.com

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