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VB.NET Financial Engineer/Developer
Ref No.: 13-00465
Location: New York, New York
Position Type:Direct Placement
Start Date: 01/29/2014

Key responsibilities will include the following:

Take ownership of the entire convertible bond analytic architecture, integrating an existing model with proprietary frontend UI tools.
Enhance system with new features as requested by the trading desk.
Liaise with the supplier of the model, discussing open issues, new model feature requests etc.
Communicate directly with the trading desk as well as the risk group to discuss ways to update the tools. Similarly, be able to identify causes for outliers or unexpected results coming from the model or tool.

Candidate Profile
The ideal candidate would possess the following:
A computer science related degree from a top university.
Additional financial engineering degree is a plus, but not required.
4-8 years of relevant experience in the financial industry.
3+ years of .NET programming experience. (VB.NET preferred).
Experience supporting at least some of: convertible bonds, credit products, equity derivatives.
A basic understanding of SQL with some experience writing queries and creating database schema.
Excellent communication skills, including the ability to write clearly, and demonstrate a high-level of professionalism.
Java programming experience is a plus, but not required.