Risk Developer

3 weeks ago


New York, United States Tandym Group Full time

An investment management firm is seeking a new Front Office Developer, with Development experience in the financial services industry, to join their team as their new Risk Developer. As part of a small Agile team, the Risk Developer will be responsible for designing and building pricing and risk management solutions for the management team and PM's.

***Hybrid Mon-Th onsite, Fri remote in New York City office***

Responsibilities:

The Risk Developer will:

  • Develop, enhance, and support the firm's in-house risk management systems
  • Liaise with risk managers and PM's to understand business problems and develop IT solutions to meet their exact needs
  • Collaborate with various technology teams to build reusable technology solutions and components
  • Support in house risk systems one of which is FinCAD

Qualifications:

  • 4+ years experience developing pricing or risk software at banks or hedge funds
  • Strong technical and development skills, preferably in C#, .NET, Python and SQL
  • Pricing and risk software exp at bank or invest. firm
  • Knowledge of cash and derivatives products across one or more asset classes
  • Knowledge of risk measures for cash and derivative products including duration, convexity, delta, gamma, vega, theta, rho etc.
  • Good communication skills
  • Strong team player
  • Bachelor's degree in Computer Science or Engineering

Desired Skills:

  • Experience with curve construction, volatility surfaces, pricing, options, pnl, pnl attribution, trade lifecycle management, correlation, scenario analysis
  • Experience with Fincad (F3XML and Fincad's Excel Api)
  • Experience with DEVExpress DEVExtreme front end development tools
  • Experience with RabbitMQ messaging
  • Experience working with Bloomberg APIs for reference data and market data retrieval
  • Web technologies - Angular, React, REST services, Web API, etc.


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