Description
Join an international Investment Bank's Credit Risk IT team located in downtown Chicago. The role calls for a Front Office Developer who is an expert with C++ and Java.Work in close collaboration with the brightest Quantitative Researchers, Financial Engineers, Risk Managers, and Software Developers to deliver Research, Pricing and Analytics, Performance Measurement, Performance Attribution, Risk Measurement and Management, Asset Allocation, and Optimization.
QUALIFICATIONS
- 5 years experience with large-scale client-server C++ software
- 3 years experience with Java software
- Service-oriented architecture
- Relational databases
- Data structures, algorithms, and multi-threaded programming
- Strong communication skills - Ability to articulate technical vision, lead and mentor teams
- Portfolio level analytics, fixed Income, or derivatives analysis a plus
RISK ANALYTICS - ADDITIONAL SKILLS
- Strong performance measurement and optimization skills
- Market Risk Management and/or Quantitative Finance a plus
- VAR and CVA a plus
- Python a plus
To find out more about Huxley Associates please visit www.huxley.com