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Opening for Project Leader / Manager – EQUITIES & FIXED
Joined: 12 Apr 2004
Posts: 1
Opening for Project Leader / Manager – EQUITIES & FIXED
Designation
Project Leader / Manager – EQUITIES & FIXED INCOME
Job Description
Development and Maintenance of trading system for repos of EQUITIES & FIXED
INCOME products.
· Responsible for performance tuning & optimization, writing DDL statements for
creating rules, defaults, tables, triggers, stored procedures, clustered and non
clustered indexes using ignore dup key, ignore dup row and allow dup row
options, running update statistics in Sybase.
· Calculate the prices of the Fixed Income Securities when the yield is
available or calculating the yield of the securities when the price is available
using C/C++, Sybase, Perl.
· Develop Routing server for routing the Acknowledgement, Confirms and Reject
Messages for the SWIFT messages using C/C++, Sybase & MQSeries.
· Development of the derivatives library using C/C++, Sybase, CT LIB/DB LIB to
be used by the traders . The derivatives library was used to support various
derivatives trading strategies like Condor, Straddle, Butterfly, Bear Spread &
Bullish spread.
· Develop applications for handling the equities trading data , then using this
information to generate the optimal portfolio for the client after assessing the
risks associated with current as well as the optimal portfolios.
· Support the Value-at-Risk(VaR) model of risk management system which was
developed using C++, Perl, Sybase. Enhanced and modified mapping procedure ,
inference procedure and transformation procedure of VaR model.
· Develop a Financial Information Exchange (FIX) Server providing full FIX
functionality to like Orders, Executions, and Indications using C/C++, MQSeries.
· Develop a SWIFT server using C++, MQSeries which generated different messages
like statement of transactions for the day, statement of pending transaction,
client holding etc
Desired Profile:-
Skills Required
Technical Skills:
UNIX (SUN SOLARIS, SUN OS), WINDOWS NT
C, C++, VC++, JAVA, J2EE, HTML, XML
PERL , KORN SHELL, C SHELL, DCL
SYBASE (11.x, 12.X), ORACLE (8.1.6,9i), SQL SERVER
CT LIB/DB LIB, Pro*C, JDBC, SYBPERL
TOOLS: RATIONAL ROSE, CLEARCASE, SCCS, CVS, AUTOSYS, AWK, MAKE
MESSAGING & PROTOCOL: MQSERIES, SWIFT, FIX
Domain Skills
RISK MANAGEMENT, REPO, SWAPS, DERIVATIVES, FIXED INCOME, EQUITIES
Experience
BE MBA (Finance) from premier institutes with 7 Plus years of experience, out of
which at least 2 years of experience in a similar role.
Thanks
Warm Regards,
Shankar
Technical Recruiter-Wall Street Clients
mail : shankarhrd@...
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