A top investment bank with offices inNew York, is seeking an experienced Java and PERL market risk developer to join their risk technology team covering fixed income securities in regards to market-risk applications (i.e. treasuries, agencies, MBS, CMOs, interest-rate derivatives, commodities and CDS). Candidate will join a team tasked with rewriting the risk technology platform from scratch which includes VaR models and interaction with fixed-income quantitative libraries. High visibility in communicating with risk managers. Candidates must have relevant risk technology experience and a degree in a software discipline such as Computer Science or Engineering. Strong Java programming skills is required; any additional experience with Perl is a plus. Any additional experience with equities and equity derivatives is also a plus. This position is a consulting role to start.
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