Junior Technology Specialist
Frankfurt Am Main, Hessen, De
* Graduate internship on a Greenfield project implementing quantitative strategies including Haugen alpha, commodity curve, momentum, volatility, high yielding market sectors* SOA architecture for multithreaded Windows and WCF services implemented in .NET 3.5 and C#* Overnight data loads from Bloomberg, Reuters, Compustat and internal data sources based on SSIS* WinForms viewer with multithreaded GUI and DevExpress controls* SICAV Funds management system for UCITS compliant collateral basket fixing, uploading trades into Murex through a SOAP web service, custodian notifications through FTPS and SOCKS Proxy* Equity Finance Reporting System - credit and counterparty risk reports, ASP.NET front end jQuery scripts, LINQtoSQL backend with T-SQL sprocs.* Volatility reports for Global Equity Research – IVOL, RVOL, spreads, real and dispersion correlations, C# time series extension library with rolling period functions, export to Excel in OpenXML format.