Our client is a leading global financial services firm providing a wide range of Investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of their people is critical to the company’s success. They share a common set of values rooted in integrity, excellence and strong team ethic. The firm can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
We are looking candidates for the following role:
C++ and Perl Developer
Institutional Securities Group (ISG) Technology is a global team which develops enterprise systems in support of the Institutional Securities Group, including Equities, Fixed Income, Commodities, Investment Banking, Research, and Global Capital Markets. The team is organized in a set of Practice Area Groups, each focused on a particular financial product area or functional discipline critical to our business. These include the following product aligned Practice Area Groups: Commodities Product Group, Equity Derivative and Swap Product Group, Fixed Income Cash and FX Product Group, Fixed Income Derivatives Product Group. The following functionally aligned groups provide technology solutions across product groups: Algorithmic Trading Connectivity & Market Making, Content & Workflow Technology, CRM Client Applications, Electronic Trading & Real Time Applications, Firm Funding, Client Financing & Funding Administration, Production Management, Risk Technology, Trade Enrichment, and Reporting & Allocation. Each Practice Area Group is comprised of a number of smaller Practice Areas which offer further specialization.
The Securitized Products Risk Calculation Technology Group develops and supports fixed income analytics applications for the various Securitized Products trading desks across the firm. The applications we develop involve a platform for computing marks, risk and other valuation metrics, as well as valuation-oriented tools for traders and desk strategists.
Development will focus on:
- An infrastructure for an n-tiered distributed computing including tools for development, debugging, and historical review.
- Integrating analytic models into a cross-product framework to calculate and store daily risk.
- A front-end GUI and batch control system for configuration, results display, and reporting.
The successful candidate will play a key role in the architecture, design, and development of the analytics platform and mentoring less experienced staff. This role offers a communication opportunity with traders, modelers, and desk strategists as well as other core team members and managers on a daily basis.
- Very strong programming and problem solving skills including C++ and Perl
- Strong multi-threaded or distributed computing background
- Understanding Fixed-income securities and risk analytics
- Experience with Linux and/or Windows platforms
- Strong communication and good presentation skills
- Be able to work with various stakeholders including trading desk personnel, risk department personnel, and development managers
- Experience mentoring junior staff
- Experience with C#, managed C++, Java, and Relational DB
- Experience working with large data sets
- Experience with cashflow waterfall models such as Intex and collateral analysis fundamentals
- Specific structured products risk platforms experience involving ABS, CMBS, CDO, Agency RMBS
- DataSynapse or Platform Symphony and distributed computing tools.
What we offer:
- Open, international and multicultural environment
- Opportunity to be part of a rapidly expanding organization
- IT Academy courses, professional development and career path
- Competitive salary and cafeteria benefits
Place of work: Budapest / Hungary
Please, send your CV to E-mail cím megjelenítése e-mail address, by indicating the following reference number in the Subject field: HR6898640X
VISION Recruitment Hungary
Phone: +36 1 919 12 70
Email: E-mail cím megjelenítése