Programmer/Developer Needed

Question

Candidate will be a member of the Fixed Income Risk Management I/T Team. Responsibilities will entail: Developing and implementing an Oracle Database design supporting Fixed Income Risk Analysis; Taking on interfaces with Derivative Solutions, Intex, Lehman Point and Yield Book; and, helping to implement some newer risk management tools that facilitate tracking error calculations. This position requires a Bachelor’s degree or higher in Computer Science or a related field and four to six years’ experience as an application programmer using Oracle, Perl and Fixed Income. Sybase experience alone will not be acceptable. SQL alone is not acceptable. Candidates must be familiar with creating tables and packages directly. All candidates must have 4-6 years experience in Fixed Income Risk Analytics and Reporting. Strong knowledge of Bond Math, including the application of fundamental concepts such as matrix algebra, yield curve construction, calculus, and statistics is absolutely required. Solid communication skills and ability to work with a team on group projects are a must. The ideal candidate is able to implement Perl on both Unix and Windows, although Unix is more of a requirement. Preference will be given to candidates with experience in one or more of the following business applications: Bloomberg, Derivative Solutions, Yield Book, Lehman Point, Intex.