An investment management firm is seeking a new Front Office Developer, with Development experience in the financial services industry, to join their team as their new Risk Developer. As part of a small Agile team, the Risk Developer will be responsible for designing and building pricing and risk management solutions for the management team and PM's.
***Hybrid Mon-Th onsite, Fri remote in New York City office***
Responsibilities:
The Risk Developer will:

• Develop, enhance, and support the firm's in-house risk management systems
• Liaise with risk managers and PM's to understand business problems and develop IT solutions to meet their exact needs
• Collaborate with various technology teams to build reusable technology solutions and components
• Support in house risk systems one of which is FinCAD

Qualifications:

• 4 years experience developing pricing or risk software at banks or hedge funds
• Strong technical and development skills, preferably in C#, .NET, Python and SQL
• Pricing and risk software exp at bank or invest. firm
• Knowledge of cash and derivatives products across one or more asset classes
• Knowledge of risk measures for cash and derivative products including duration, convexity, delta, gamma, vega, theta, rho etc.
• Good communication skills
• Strong team player
• Bachelor's degree in Computer Science or Engineering

Desired Skills:

• Experience with curve construction, volatility surfaces, pricing, options, pnl, pnl attribution, trade lifecycle management, correlation, scenario analysis
• Experience with Fincad (F3XML and Fincad's Excel Api)
• Experience with DEVExpress DEVExtreme front end development tools
• Experience with RabbitMQ messaging
• Experience working with Bloomberg APIs for reference data and market data retrieval
• Web technologies - Angular, React, REST services, Web API, etc.