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SENIOR SOFTWARE DEVELOPER – FINANCIAL/ANALYTICS NUMERIX PORTFOLIO DEVELOPMENT Job Details

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SENIOR SOFTWARE DEVELOPER – FINANCIAL/ANALYTICS NUMERIX PORTFOLIO DEVELOPMENT (Ref: 081020-MC-03)
Sector, Sub Sector: Software Analytics , Risk Solutions
Risk Type: Other
Expertise: Technology
Trading/Derivatives
Company: NumeriX LLC
Location: New York | Toronto Americas
Employment Type: Permanent
Job Description:

THE COMPANY

NumeriX is the leading independent analytics software vendor for derivatives trading and structured products, and has sales and support offices in New York, London, and Tokyo, and development offices in Santa Fe and Toronto.  Our business professionals understand the derivatives trading environment, while our research and development team benefits from Ph.D. level expertise in theoretical physics, computer science and applied mathematics.  NumeriX employs over 140 people worldwide.

RESPONSIBILITIES OF THE ROLE

Based in New York, NY or Toronto, ON and reporting to the Vice President, Enterprise Systems Development, the Senior Software Developer – Financial/Analytics is responsible for developing financial and analytics functionality in software applications in accordance with client and internal requirements.  Develops business and technical specifications, designs, codes, and performs unit testing.  Works independently with minimal supervision.  Communicates with other team members as required.  Mentors junior staff and acts as a resource to the team in the area of financial analytics development.  Provides 3rd tier customer support as required.

EDUCATION

•    University degree in Computer Science/Engineering, Applied Mathematics, Mathematical Finance or equivalent.  Masters degree preferred.

COMPETENCIES AND SKILLS

•    Excellent knowledge of derivatives modeling and pricing concepts
•    Strong knowledge of C# and object-oriented design and development
•    Solid mathematical background (Probability, Statistics, Random Processes)
•    Knowledge of all phases of the software development life cycle
•    Excellent communication skills

WORK EXPERIENCE

•    Minimum seven (7) years industry experience as a Software Developer, ideally in a financial or analytics environment
•    Experience developing derivatives pricing or risk management applications for one or more asset classes (IR, FX, Equities)
•    Experience developing multithreaded, distributed, n-tier applications using Microsoft .NET and Visual Studio 2005/2008

Job Ref No: 081020-MC-03