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The Risk/p&l Senior Developer Jobs

McLean, Virginia
<p>TRADING ANALYT MODEL DEV SR </p><p>Location: United States - Virginia - McLean</p><p>ID: 1515066</p><p>DESCRIPTION</p><p>Industry: Financial Services - Mortgage</p><p>Job Category: Information Technology - Developer</p><p>Position Overview The position is part of a technology team within the Investment and Capital Markets Division. The team has the broad goal of developing components for a new I&CM trading platform, with priorities set by I&CM business needs.</p><p>The Risk/P&L Senior Developer will have responsibility to design, build, test, and deploy Risk and P&L calculation and reporting components in support of all I&CM trading desks. The Risk and P&L team will leverage shared service components (e.g., analytics framework) from other teams. The current set of products traded include: mortgage loans, mortgage securities, rate derivatives, US treasuries, and debt issuance securities.</p><p>Responsibilities include:</p><p>Work with users and/or senior team members to define requirements</p><p>Participate in solution designs</p><p>Develop, and maintain high-quality software code and automated tests (including Unit, Functional, Performance, Acceptance) for risk and P&L calculation and reporting components for all I&CM trading desks (located in New York and McLean, VA) to include:</p><p>Risk scenarios: system will provide what-if and scenario-based calculations</p><p>P&L attribution: explains root causes of P&L fluctuations</p><p>Bi-temporal calculations: develop tools to record and analyze historical risk calculations</p><p>EOD valuation: compute fair-value price for the firms portfolio of products and contracts</p><p>Perform detailed reviews; challenge code and test quality, efficacy and coverage</p><p>Promote industry-leading design practices for mission-critical applications. Requirements include:</p><p>Predictable results: changes in code can be proven to be correct and bug-free</p><p>Production resilience: system must be highly available with minimal downtime</p><p>High performance: develop scalable calculations to maintain performance over large data sets</p><p>Responsiveness: system will be near real-time</p><p>Collaborate with Trade Capture, Data Services, and Pricing and Analytics teams to develop an integrated, purpose-built trading platform</p><p>Actively seek opportunities to continuously improve technical quality of the trading platform to support short-term market driven changes as well as long-term strategic roadmap changes</p><p>Clearly craft and articulate messages (both written and verbal) to a variety of audiences</p><p></p><p>Qualifications</p><p>10yrs+ experience developing software solutions through full lifecycle</p><p>5yrs+ experience and expert understanding of OOP and OOD concepts</p><p>5yrs+ experience and expert level programming skills in Java, C++ or similar</p><p>5yrs+ experience in database and/or UI development</p><p>Experience in grid computing and/or low latency transactional systems</p><p>BSc in Computer Science or similar</p><p>Preferred Skills</p><p>Advanced degree in Computer Science or related field</p><p>Knowledge of Fixed Income and/or Finance Analytics</p><p>Security Clearance Required: No</p><p>Visa Candidate Considered: No</p><p>COMPENSATION</p><p>Base Salary - $100,000 to $120,000 </p><p>Full-time Benefits - Full</p><p>Relocation Assistance Available - Possible for ideal candidate</p><p>Commission Compensation - No</p><p>Bonus Eligible - Yes</p><p>Overtime Eligible - No</p><p>Interview Travel Reimbursed - No</p><p>CANDIDATE DETAILS</p><p>10+ to 15 years experience</p><p>Management Experience Required - No</p><p>Minimum Education - Bachelor's Degree</p><p>Willingness to Travel - Occasionally</p><p></p>
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