We are searching for a Scenario Tool Developer for our client, a large investment bank located in the loop. The role involves working as part of a small team of developers responsible for developing and maintaining the Bank's Risk Engine. This Risk Engine is currently used across several business areas within the Bank.
Based in Chicago, the role will focus on providing tactical solutions to the Interest-Rate Derivatives Front-Office and Middle-Office, as well as contributing to the strategic direction of the Risk Engine application as a whole.
Short, rapid release cycles provide a dynamic and challenging environment with tasks such as adding support for new instruments/pricing-models or enhancing risk measuring capabilities (e.g. creating new risk report functionality or changing the methodology of an existing risk report) forming the majority of the job function.
Day-to-day liaison with the traders and Quant team provides ample exposure to Front Office.
Experience: TOOLS/LANGUAGES
C++, Java, Swing, JNI, EJB, BEA WebLogic, Eclipse, Rational Clear Case, Perforce

OPERATING SYSTEMS
Windows 2000, UNIX, Linux

RDBMS
SQL Server, Sybase

SKILLS & EXPERIENCE
The successful candidate will have a good degree in a numerical subject and 3-5 years experience within the financial sector.
Knowledge of Risk Management of derivative products is essential, with specific knowledge of Interest Rate Products and Derivatives desirable.
Technically, the candidate would have a strong knowledge of OO development using Java and C++ with J2EE desirable. Additionally, experience in the specific technologies utilized within the project (BEA WebLogic, Microsoft SQL server etc.) would be beneficial.
Strong candidates would be considered with a view to cross training where necessary.
Above all the candidate will be flexible in the technologies they will use to get the job done.
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