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Sr. Software Developer at Aspect Consulting, Inc. in New York, NY

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Aspect Consulting, Inc. is a premier IT Consulting and Technical Staffing organization with over 20 years of experience. We employ a US-based staff of IT professionals, specializing in Data Warehousing, Database Management and Application Development, and provide technical staffing solutions (including Contract, Contract to Hire, and Direct Hire) to clients across all IT and Engineering disciplines.

Our motto, "It's all about the data" captures the founding goal of our business: provide innovative data-driven solutions to solve our client’s business issues, utilizing the highest quality technology available.

Description: Aspect consulting is seeking a Sr. Software Developer for a financial Company. The software developer with a financial background to join a new innovative team of C++ programmers. The team is building our derivative application that covers interest rate derivatives, structured notes, convertible bonds, equity derivatives, risk/valuation systems, and market data (volatility, swap/fwd curves).

The candidate will have significant experience developing systems involving securities specifications utilizing market data, pricing model valuations and risk systems. The group is rapidly growing and expanding its coverage into the pricing and structuring of exotic swaps and options, caps and floors, range accruals, asset swaps, structured notes, volatility sensitive products and convertible bonds as well as building an evaluated pricing service and cross-asset risk system.

Responsibilities/Roles:

Design, code, implement, and test new features and modules in the company's cross asset derivative pricing platform.

Work with product managers to translate and understand product specifications accurately.

Project management, including estimation, scheduling, milestone tracking verification, risk management, and project status reporting.

Responsible for bug fixing issues with the software applications.

Skills/Requirements/Experience:

Solid coding skills and good understanding on programming language (C++)

Experience with C# development would be a plus

Solid understanding of data structures and algorithms

Experience with and/or interest in full software development lifecycle activities:

requirements management, technical design, implementation, testing/release

Fast learner with open mind

Strong verbal and written communication skills

Strong analytical and problem-solving skills

Interest in developing financial applications

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