Required Skills
· Experience in P&L and P&L explain calculations, risk measures calculations, risk data feed generation and data integration using MQ messaging and XML.
· Experience in SQL/Sybase, Linux/Shell/Perl scripting
· Programming experience using object oriented programming languages C++ or Java
· Working knowledge of Python or ability to quickly learn Python
· Understanding of financial instruments(preferably fixed income products), valuation concepts and risk measures
· Eclipse IDE based development
· UNIX shell scripting
· Excellent verbal and written communications skills are required.
Nice to haves:
· C++, C, Java
· Knowledge of interest rate derivatives products, yield curves, discount and forward curves, bucketed exposure
· Understanding of Agile software development
· Subversion
· Excel, use of Pivot table
· J2EE web application development: JSP , JMS, XML