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For your reference, we have included the original job posting below.
Sr C# .NET back end developer - Derivatives Risk & Valuations
Job Number:
38519958
Company Name:
GMS Advisors
Job Location:
New York, NY US
Job Category:
Accounting & Finance
Salary:
$130k - $140k/year
Sr C# .NET back end developer - Derivatives Risk & Valuations
The role is within the Credit Derivatives IT area, working on the ongoing development a key strategic framework that facilitates the construction of market objects that are then used in valuations. The successful candidate will be part of a small team of developers tasked with the ongoing extension and evolution of the framework. This will involve working closely with the quantitative analysts, various trading desks and other IT areas.
Requirements:
Sr C# .NET Developer
The candidate would be expected to:
Possess a desire to become an expert in the Derivatives business
Embrace interaction with business groups (e.g. traders, quantitative analysts)
Be able to capture business requirements accurately
Design and implement new functionality (new models / optimizations)
Communicate design ideas and take part in peer reviews
Utilize Test Driven development techniques
Participate actively and constructively in team design discussions
Understand the current applications and business processes, identify extensions and new functionality
There will also be additional responsibilities such as functional verification of delivered features, ad-hoc system bug analysis, and handling of business as usual" requests.
Required Skills:
Bachelors degree in Computer Science, Engineering, Finance, Economics or a Mathematical Science is required.
Post grad degree in Engineering, Finance, Economics or a Mathematical Science is preferred.
Work Experience/Background
Essential:
5+ years of experience as a software engineer in a business focused development environment with a working understanding of the full development life cycle.
Desirable:
Credit Derivatives working knowledge would be particularly desirable.
Technical requirements
Essential:
Candidates will need to be able to demonstrate strong design and development skills in C#/.Net Framework and Multi-threading experience.
A good understanding of the importance of good software development practices is vital.
Strong back end development.
Other Requirements:
The ability to take ownership of issues and follow to resolution is important; as is an innovative approach and methodical analytical style of problem solving.
