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Job Title: Developer Fixed Income Risk
Job Location: NY: New York
Pay Rate: Open
Job Length: full time
Start Date: 2008-07-23

Company Name: RBC Financial Group
Contact: Recruiter
Phone: email only please
Fax: email only please

Description: Developer Fixed Income Risk

Posting Start Date: July 9 2008 Job Category: Information Technology

Job Type: Full-Time

Employment Type: Regular - U.S.

Pay Type: Salaried /tr Exempt/ Non-Exempt: N/A

Work Schedule:

Work Hours/ Week: na

People Manager: No

Posting End Date:

Legal Entity: RBC Capital Markets Corp.

Work Environment: Office

Location: New York

City: New York Office/ Branch Address: 1 Liberty Plaza Relocation Provided: No

Travel Percentage: 0

Fluent In: English

Req ID#: 93223

Position Purpose: The purpose of this role is to develop front office risk solutions across Global Fixed Income Products - across cash, interest rate and credit products. This New York based position requires candidates to possess excellent communication skills dealing with trading/support groups on a frequent basis. Additionally candidates should have experience integrating 3rd party analytics libraries, fair understanding of products and trade lifecycle and be capable of generating independent ideas and able to work effectively within a global team split across several different locations and time zones. Key Accountabilities: Business Knowledge . Experience with large scale distributed risk engine and calculations - high performance risk calculation and aggregation . Experience working with Fixed Income analytics (government and corporate bonds, callable securities, index-linked instruments, swaps, CDS, vanilla options) . Familiar with risk calculations (greeks, duration, convexity) . Understanding of derivatives P&L decomposition . Experience working with quantitative analysts and developers, traders and risk management

Primary Objectives: . Partner with existing developer in providing support and guiding development for our NY Credit business around their market risk management toolset . Migrate NY Credit risk management to London strategic risk / P&L application . Work with trading / middle office on standardization of curve building for risk / pricing for NY rates derivatives . Partner with our Rates derivatives business to integrate existing risk reporting into pricing tool to provide intraday risk updates with P&L . Work with business partners to adopt standardized systematic procedure for P&L decomposition for our derivatives business . Evaluate with trade capture distributed event based caching products for strategic development . Participate in design and analysis of our Global Risk Platform (GRP) new high performance distributed risk application for FIC Job Requirements: (Knowledge/ Experience): Technical Skills . Highly skilled in Java or C# . Adequate knowledge of C++ . Familiar with cross-platform technologies (JNI, SOAP) . Experience developing, maintaining, deploying, and supporting Fixed Income risk applications . Expert level experience with object oriented languages and design patterns . Desirable to have experience with databases and distributed cache products (Gemfire, Cache, etc) . Experience working with Fixed Income analytics libraries (both vendor and in-house) Core Behaviors: . Ability to meet client needs without sacrificing deadlines and quality . Ability to break large problems into well-defined and manageable tasks . Ability to work effectively within global team . Good written and communication skills . Ability to liaise with traders, middle office, and IT . Highly motivated and takes initiative . Ability to cope with changing priorities . Takes accountability for her own work . Aligns immediate needs with long-term strategies . Abides by the RBCCM Code of Conduct Required Skills/ Competencies/ Attributes: Education: BA/BS Required Accreditation(s): Special Conditions: na Diversity: Diversity in the workplace, one of our shared values, lies at the heart of our rewarding, open, supportive and inclusive work environment. We respect and respond to the many competing and evolving priorities in our lives so you can focus on what you can do best - put clients first. EOE/M/F/D/V About RBC: Interested in finding out more? Clickhere.

Please refer to Job code rbc-236611 when responding to this ad.

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