JOB DESCRIPTION

Main Duties

This position in the Research IT Development group will offer the opportunity to participate in all phases of the development process. In addition, the successful candidate will:
Work alongside research, marketing and quantitative modeling groups to develop requirements and specifications;
Implement risk models and their monthly calibration processes, portfolio optimizers and hedging tools, performance attribution models covering equities, derivatives, and all fixed income sectors including global government, credit, mortgages, inflation-linked, emerging markets, and municipals;
Contribute to the enhancement of application components to optimize performance, reliability, scalability and extensibility;
Provide testing, post-deployment monitoring and support.

Basic Qualifications
 
Bachelors Degree
5 years + experience in Java application development and object-oriented design, J2EE, EJB, JSP/Servlets;
 
Preferred Qualifications
 
Strong analytical and problem-solving abilities;
 
Able to work independently in a fast-paced environment;
 
Knowledge of fixed-income securities and mathematics;
 
Solid communication skills

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