Description
A global T1 investment Bank is currently seeking a Calypso Java developer to join their team in San Francisco. This is a contract role with the opportunity to go permanent, paying top market rates Dependent on experience. You must be currently elegible to work in the U.S. to apply for this role as sponsorship will not be provided.
Experience:
- Minimum 2 years of experience in integrating Market Data Curves or Pricers in Calypso or any other trading platform.
- Good knowledge in financial engineering and quantitative models, including boot strapping a curve, interpolations, shifting curves, forward rates, present value calculations.
- Good understanding of Reuters market data - MM, Forwards, Futures, Swaps.
- Good domain knowledge in FX & Interest Rate Derivatives.
- Minimum 2 years of experience in building risk reports, with atleast 3 of the following PV01, DV01, VaR, Ladder, P&L reports.
- Minimum 3 years of experience in Calypso.
- Minimum 5 years of experience in Investment Banking.
- Minimum 5 years of experience in Java/J2EE/Spring/Hibernate.
Preferred
- CFA or FRM certification is preferred.
Please apply with a current copy of your CV attached in a timely fashion as this role is available immediately.