Software Developer - Hedge Fund Technology

Our client is a diversified fund with $1.2 billion of AUM. They preserve capital while delivering high risk-adjusted absolute returns with low volatility and low correlation to equity/bond markets. Their product set spans the full range of rates/FX, structured and credit fixed income products.

*Maintain and support internal database and related applications.
*Maintain and enhance data feeds, including Bloomberg Gateway, Geneva, and several ad hoc sources.
*Responsible for RiskMetrics systems and integrity of related risk reporting.
*Assist with implementing process improvements across front and middle office technology platforms.
*Assist with writing business requirement documents.
*Assist in the development and tracking of project plans.

*Bachelors degree in Computer Science, Mathematics, or other quantitative discipline.
*Experience using Linux/UNIX including shell scripting.
*Strong programming skills in languages like R, Ruby, Python, Java, C++.
*Experience with relational databases including SQL and PL/SQL.
*Experience working in a multi-developer environment including use of source control and project management tools.
*Knowledge of capital markets, operational workflows, and accounting principles.
*Understanding of fixed income and derivative securities.
*Exceptional analytical and communication skills.
*Understanding of hedge fund accounting.
*Understanding of how all P&L components are calculated.
*Experience with RiskMetrics and Bloomberg AIM.
*Experience with Advent Geneva, including developing RSL.
*Experience developing SQL Server / SSRS.
*Knowledge of risk theory and measurement techniques.