Job Description
Position: Analytics Developer.
RESPONSIBLITIES:
As a key member of the Global Analytics Technology team, the successful candidate will contribute actively to design, build and support the organization’s next generations of Portfolio Risk analytics systems. He will participate in the full project life cycle including initial analysis, requirements definition, interface design, data analysis and mapping, development, test planning, test pack production, test running and investigation and resolution of problems and acceptance testing.
In constant relationship with the Analytics Research team, his experience and expertise in computer science and financial engineering will be a great asset to contribute to the success of the organization.
Individual(s) should be dynamic, motivated and able to perform independent work as well as work in partnership with business people in various financial disciplines such as Operations and Research.
Desired Skills & Experience
Essential Experience & Technical knowledge
- Bachelor’s degree in Computer Science, Engineering, Mathematics, Statistics or related fields from a prestigious institution
- Certification in the financial field or a Master degree is an advantage
- At least 6 years of experience of developing Quant applications, working for Analytics & IT companies or algorithmic trading.
- Proficiency in Matlab and Java. Experience in designing framework using this technology would be a plus.
- Extensive experience in Statistical and Mathematical Modeling, in particular linear algebra for Risk representation
- Exposure to column base databases as well as SAS and R language would be an advantage.
- Experience with JDBC, SQL performance tuning and stored procedures on RDBMS is strongly preferred
- Knowledge of Spring, web-based development, AJAX and JMS is a bonus
- Familiar Linux/Unix environments
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