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ETF/ETL - Market Risk Developer
Ref No.: 18-00108
Location: New York, New York
Position Type:Full Time/Contract
This candidate will be a key resource in a sophisticated service and platform for processing Market and Reference Data and providing data analytics for multiple trading, risk, and middle office compliance, desktop and reporting applications aligned with equities, fixed income, derivatives and multi asset trading desks.
Candidate will need to have expertise in using vendor APIs from vendors like Bloomberg, Reuters, OCC, S&P, MarkIT, ACTIV, etc.

Basic Qualifications (Criteria required to perform the essential functions of the job)
  • Bachelor's Degree Computer Science or any other related field.
  • 5+ years of experience in Capital Markets
  • 3+ years of handling market data
  • 1+ years of Oracle database, including debugging queries, writing stored procedures, views, performance tuning, etc
Additional criteria that are necessary for performing the essential functions of the job and are used in the selection process; this includes required licenses and languages
  • Options, Futures, Indices and ETF
  • Market data -Proficiency with Market data and tools
  • Time-series, columnar databases
  • Relational Database
  • Shell/Perl Scripts
  • Risk Analytics and technology
  • ETL design tools
  • Proficiency in Equities and Derivatives Asset TypesExposure to Index/ETF composition data.
  • Exposure to ETL technologies
  • Exposure to data analytics such as index share weight, rebalances, index calculation methodologies, etc.
  • Knowledge of Java and SQL, along with ETL tools