Join a firm that is re-architecting their technology operating model to support their future state business strategy.
Our Client, a Boston based asset manager, has an immediate need for a full stack developer/data modeler to join their team on a 6+ month contract. The Client is currently in the early stages of the implementing their future state operating model. The Developer will have expertise with MS Stack and will also have a strong background in asset management, most specifically with data.
Required Skills: - Experience doing financial modeling in any of the following: portfolio valuation, performance attribution, manager selection, liquidity and risk management
- Extensive understanding of asset management data (stocks, bonds, derivatives, cashflows, debt ratios)
- Knowledge of and extensive working experience with .NET Framework, specifically C with ASP.NET MVC required
- Experience with excel addins/automation and excel DNA
- Must be able to write excel APIs
- Must be able to use C to read and write to and from excel Libraries
- Solid understanding of derivative products (i.e., swaps, swaptions, cap & floors, credit default swaps, commodity swaps and options, futures, and FX options).
- Provided and maintained daily calculations and valuations for derivative products, and partnered with Portfolio Managers to resolve issues.
- Understanding of statistical concepts strongly preferred