Credit Derivatives Programmer

Koch Financial Corporation helps government entities acquire essential-use assets. By offering customized financing solutions, Koch Financial enables states, counties, municipalities, school districts and other government entities to purchase assets such as computer hardware and software, telecommunications and energy management systems and emergency vehicles. Tax-exempt leasing offers government entities an efficient and cost-effective solution to meet ever-changing financing needs. Koch Financial is also active in interest rate risk management, municipal bond arbitrage trading, and fixed income derivatives.The Credit Derivatives Programmer will develop credit derivatives applications and analytics in support of the Credit Derivatives Swap business. The role includes the maintenance and enhancement of software capital models using C++ or Java/C#. This team member will be responsible for all data needs in support of this business as well as to provide technical support to other business team members.

Duties include: Maintain and enhance a software capital model in C++ or C# Export data from relational databases, live data feeds (e.g. Bloomberg), and other sources into formatted input flat files for the simulation engine Develop extensive unit tests for the capital model Enhance capital model to accommodate new asset types Maintain and automate the software build process Integrate new analytics into Excel Provide business users with technical support Script batch runs and generate reports REQUIREMENTS
Travel Percentage: 0%3 to 5 years of programming experience in Java/C# and C++ 3 to 5 years experience with relational databases Expertise in object oriented programming Experience with .NET Framework, VBA, Excel, ADO.NET, XML, and Web Services 3 to 5 years experience in the financial industry, such as fixed income, bond, credit or credit derivativesExperience Preferred: Credit derivatives product (in particular Credit Derivatives Swap), fixed income knowledge, and experience with parallel computing is preferred
Education Required: B.S. degree in Computer Science, Engineering or Math
Education Preferred: B.S. degree in Computer ScienceCompensation/Benefits
Competitive wages and benefits packages commensurate with experience. For additional benefit information, go to http://www.kochcareers.com/benefits_n.asp.We are an equal opportunity employer. M/F/D/V