C#, C++, Python, SQL, Grid Computing, Finance experience; NY

Genesis10 is currently seeking an Application Programmer with our client in the financial industry located in New York, NY. This is a 12 + month contract position.

Responsibilities:

• Develop, support, and maintain multiple components for the FVAC Remote Risk batch Work closely with technology, business and quant teams
• Develop new initiatives for the FVAC batch such as IBOR curve migration, and YCGT template adoption
• Perform optimization and global collaboration to meet challenging SLAs
• Provide support to the FVAC traders that manage risk
• Respond to traders' queries on FVAC valuation on timely manner and with high accuracy
• Support queries coming from Market Risk or from CCAR related reporting
• Write high quality Python code to add new feature
• Write highly modular, API driven pluggable code
• Produce designs to reduce heavy I/O between networks
• Maintain the required code and test coverage levels for modules
• Prototype improvement ideas
• Support the Quartz user community
• Internal discussion forums, technical sharing sessions
• Troubleshoot developer issues etc.
• Work effectively with the global team
• Develop expertise in the relevant features of Quartz, XVA Applications
• Use Agile development methodology to deliver all functionalities

Requirements:

• Python
• SQL
• C++
• Grid computing
• System architecture
• Object oriented databases
• Agile methodology
• Application Development
• Architecture Systems Design
• Data Structures
• Distributed Systems
• Data Management Analysis
• Automation
• Counterparty Credit Risk
• Derivative products
• Risk
• PnL explains
• Funding Valuation Adjustment - FVAC
• Counterparty Valuation Adjustment CVA

Desired skills:

• Curve building
• Credit Derivatives
• Repo business
• Quartz
• Equities
• Risk Management
• Risk Participation Swaps - RPS

Pay range: $53.20 - $61.20

Only candidates available and ready to work directly as Genesis10 employees will be considered for this position.

If you have the described qualifications and are interested in this exciting opportunity, please apply!

About Genesis10:
Ranked a Top Staffing Firm in the U.S. by Staffing Industry Analysts for six consecutive years, Genesis10 puts thousands of consultants and employees to work across the United States every year in contract, contract-for-hire, and permanent placement roles. With more than 300 active clients, Genesis10 provides access to many of the Fortune 100 firms and a variety of mid-market organizations across the full spectrum of industry verticals.

For contract roles, Genesis10 offers the benefits listed below. If this is a perm-placement opportunity, our recruiter can talk you through the unique benefits offered for that particular client. Benefits of Working with Genesis10:
Access to hundreds of clients, most who have been working with Genesis10 for 5-20+ years.
The opportunity to have a career-home in Genesis10; many of our consultants have been working exclusively with Genesis10 for years.
Access to an experienced, caring recruiting team (more than 7 years of experience, on average.)
Behavioral Health Platform
Medical, Dental, Vision
Health Savings Account
Voluntary Hospital Indemnity (Critical Illness & Accident)
Voluntary Term Life Insurance
401K
Sick Pay (for applicable states/municipalities)
Commuter Benefits (Dallas, NYC, SF and Illinois)

For multiple years running, Genesis10 has been recognized as a Top Staffing Firm in the U.S., as a Best Company for Work-Life Balance, as a Best Company for Career Growth, for Diversity, and for Leadership, amongst others. To learn more and to view all our available career opportunities, please visit us at our website.

Genesis10 is an Equal Opportunity Employer. Candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.