Location - New York City Salary - 100,000 + benefits J2EE Services Developer for RMT General Risk Management Technology (RMT) is a newly created department aimed at supporting the platform for risk management. The primary role of RMT is to support the corporate credit risk and market risk functions. This is a new role within RMT that will be responsible for developing Core and Functional Services for risk management solutions on the SUN SF 15000.
The main platform consists of several risk management software packages, RDBMS, and analytical tools mainly provided by Algorithmics and other third party vendors (such as Cognos). As the environment and risk management components become more complex, the need for risk management knowledge of our in-house platform, business objectives, and a broad spectrum of technologies is increasingly important. We are looking for someone with experience in risk management and J2EE application development to help build the foundation for our risk management platform. Although there is already much of risk management platform in place, there are still many pieces of the puzzle that need to be fit together. The environment is fast-paced, constantly moving, and will require this person to be deeply informed of the risk management needs and the available toolset in order to make quick and educated decisions. Job Requirements Minimal requirements include: �Must have good communication skills. �Must have a Bachelor’s degree (or higher) in Computer Science. �Must have experience in risk management application development. �Solid understanding and/or knowledge of Monte Carlo simulation, VaR, Sensitivities, Limit definition, Exposure aggregation, and with experience in implementing J2EE applications. �Required skills include WSDL, UDDI, SOAP/HTTP, EJB, and Oracle (PL/SQL). �Additional sought after skills are Rational Unified Process (RUP), Object-oriented Analysis and Design (OOA&D), XML, XSLT, WebSphere Application Server, WebSphere MQ. �Must be an excellent team player and able to work independently and to take ownership. �Experience with Solaris is preferred. Career Path This role will be one of the main focal points of risk management platform. Although the learning curve is steep, it is possible to gain an in-depth knowledge of what it takes to build credit risk and market risk management platforms. Within this role, a successful and qualified candidate will obtain a background in technology and risk management that would be hard to find anywhere else. Also, as our group continues to grow, those who prove to be continually successful will have plenty of opportunity to grow within the organization.