Senior Perl Developer - Hedge Fund Risk Systems
Submitted by editor on Mon, 08/11/2008 - 13:59.
Description:
Duff Capital Advisors is seeking a full-time Senior Perl Developer to use and extend their Risk Analysis and Reporting Systems which are based on the RiskMetrics RiskManager platform. Projects and daily tasks vary widely but samples include
• Rapid turnaround of translating Excel formatted sample portfolios into RiskMetrics position upload files
• Set up of specific analytical reports in the RiskMetrics environment
• Integration of RiskMetrics Web Services for advanced on-demand reporting and What If analysis
• Creation of well formatted reports in Excel using data from RiskMetrics XML reformatted into HTML
• Development of CGI front-ends for Risk Exception Handling workflows
• Integration of data from external sources (e.g. Market Caps from Bloomberg Security Data)
• Rapid turnaround of translating Excel formatted sample portfolios into RiskMetrics position upload files
• Set up of specific analytical reports in the RiskMetrics environment
• Integration of RiskMetrics Web Services for advanced on-demand reporting and What If analysis
• Creation of well formatted reports in Excel using data from RiskMetrics XML reformatted into HTML
• Development of CGI front-ends for Risk Exception Handling workflows
• Integration of data from external sources (e.g. Market Caps from Bloomberg Security Data)
Required Experience / Skills
• 3-5 Years of best-practices, rapid perl development
• An organized and disciplined approach to development and systems integration
• Financial Systems experience (Risk preferred)
• An understanding of Risk Statistics such as VaR, Delta-Adjusted Exposure, etc.
• HTML formatting for reporting
• Positive Attitude and Creative Problem Solving
• A Commitment to Excellence
Preferred Experience / Skills
• Object-Oriented development experience (Java or C#)
• Degree(s) in Computer Science, Applied Math, or Physics
• Risk Analysis experience
• File Transformation
• Financial Report Generation
• Excellent Communication Skills (both verbal and written)
• Team Leadership (both local and outsourced)

