Summit Developer/C++ Developer with Financial Experience

 

5 years

Long Term Contract
Washington DC  (101612-IO50E-SAL MAR)

Background / General description:
Our client promotes sustainable private sector investment in developing countries. As part of it's dynamic and market-oriented Treasury, the Quantitative Analysis Group is responsible for providing the analytical support to the trading units in the Treasury.

The main activities of the group are: (a) financial modeling and its implementation in application tools; (b) automation of processes for routine analysis; (c) maintenance of the integrity of data in the systems used for various analysis; and (d) validation of the output from the systems and models. We are looking for a contractor to act in the capacity of a financial analyst for a long term assignment. The position will be located at their Washington DC headquarters.

Selection Criteria:
MS in computer science or extensive experience in programming.

Solid understanding of fixed income mathematic is a plus.

Knowledge of a derivative trading platform, preferably Summit and associated
C++ API is a plus.

Strong C++ and preferably some Excel VBA.

Experience using UNIX, preferably Solaris.

Proficiency in developing for relational databases. Oracle preferred, OCI, SQL+ and PL/SQL.

Experience using Bloomberg and Reuters.

High degree of motivation to enhance the level productivity via automation.

Ability to work under pressure.

Duties and Accountabilities:
As a hands-on position, examples of general duties include the following:


Participate in the upgrade of Summit and the migration from Sybase to Oracle.

Automate the upload of specific market-data from Bloomberg into Summit.

Design UAT test scripts and detailed test cases.

Develop and maintain utility programs, such as report generators.

Creating and maintaining documentation.

Facilitate ad-hoc requests.

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Jeeva , Desk: 703-880-9800, iOrmyx Inc, Mailto: jeevav@iormyx.com, Website: http://www.iormyx.com