Quantitative Software Engineer Jobs in Charlotte, North Carolina, NC

Quantitative Software Engineer

Job Code: TJ_76924
Job Location: Charlotte, North Carolina
Zip Code:
Job Category/Title: Quantitative Software Engineer
Employment Category: Contract - Corp-to-Corp, Contract - Independent, Contract - W2
Position Type:
Travel Required: No
Interview Type:
Education: Bachelors Degree
Experience: 5-10 year(s)
Job Description: The core risk analytics software utilizes core Java, SQL Server, Autosys, IBM Symphony, and Coherence and consists of the following:
• A framework to integrate models for valuing a broad spectrum of assets (equities, fixed income, commodities, foreign exchange, structured products) and their associated derivatives
• Models to perform the valuations - Some models are built in-house, some are integrated 3rd party libraries, and some are integrated as calls to trading/valuation systems.
• Monte Carlo simulation engines to simulate market data for Potential Future Exposure (PFE)
• High performance distributed computation grid and in-memory cache
Candidates applying for this position should be prepared to work in this software environment with the following expectations:
• Perform as an individual contributor developing software for the various risk analytics processes
• Work directly with business analysts, Quantitative Risk Analytics group (Quants), and business partners to understand requirements, design, and build solutions
• Read and understand business specifications and create functional specifications from them
• Create thorough designs - taking care to assure that designs integrate well into existing architecture
• Write high quality code in the Java language using object oriented principals and design patterns as appropriate
• Create/modify SQL Server database objects (s, views, stored procedures, etc) as needed
• Perform high quality thorough unit testing and documentation of development activities
• Work on complex problems where analysis of situations and/or data requires a solid grasp of both computing and business/risk domains
• Work with large data sets requiring extreme attention to computational efficiency, parallelism, scalability, and object reuse and data management under concurrent processes
• Assure quality, maintainability, and extensibility for supported systems and risk applications

Required Qualifications
• Financial services industry experience
• 5+ years of Core Java experience
• 5+ years of Object Oriented experience
• 5+ years of SQL experience
• 7+ years of application development and implementation experience
Desired Qualifications
• Financial services industry experience
• Securities industry experience
• Knowledge and understanding of Autosys
• Knowledge and understanding of system development, system lifecycle development, system architecture and hardware configurations
• Knowledge and understanding of technology object oriented: analysis and design
• Knowledge and understanding of technology object oriented: design patterns and their application
• Good verbal, written, and interpersonal communication skills

Other Desired Qualifications
A BS/BA degree or higher in information technology
Experience with Datasynapse, IBM Symphony, Coherence, or other distribution and memory grid technologies
Experience working with these technologies in a financial/capital markets environment
Experience in VBA programming, particularly in Excel with database and financial packages
Exposure to Autosys or similar job scheduling applications
Exposure to Eclipse, Junit, JIRA, Jenkins, SVN, Git
Exposure to Java performance analysis and improvements
Basic understanding of financial concepts and instrument types with a preference on Counterparty Credit Risk knowledge
No. of Posts: 1
Job Expiry Date: September 29, 2017
Telecommute: No
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