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Description:
Our client is need of a Senior Programmer Analyst to help build the risk management tools and platform for a newly formed energy derivatives trading desk. He/she will work with traders, quants and Ph.Ds to convert trading ideas and models into superior risk analytics for oil, electricity and natural gas trading. The ideal candidate will leverage a combination of coding, finance and mathematics skills. He/she will evaluate models from non-energy derivatives areas and working with quants will help decide what to re-factor and what to build from scratch. The consultant will enhance existing VBA/Excel models and will work with other technologists to integrate into a robust, scalable and extensible infrastructure.
Requirements:
- 5+ years experience in front-office derivatives technology role
- Masters or PhD in mathematics, computer science or other technical degree
- Creative but practical problem solving skills
- Must be a hands-on software developer (this position works very closely with quants but it is not a quant/researcher position)
- Able to be effective in a trading floor environment
- Understand derivatives, option models, sensitivity analysis, skew, essential statistics, forward curves, etc.
- Strong VBA for Excel (add-ins, events, DLL management, macros, pivot tables,etc)
- Strong C++ (templates, practical OO, memory issues, function pointers,etc)
- C# a plus
- Knowledge of energy products a big plus but not required
- Experience on both Linux and Windows platform a plus
To apply for this job, please send your text resume to: jsokolich@misicompany.com |
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