Position Title

 Senior Software Engineer

Division

 Research and Development

Location

 Lafayette, CA

Position Responsibilities

Analyze business requirements and design solutions

Design, implement, and unit test code to meet requirements

Estimate development schedules and determine project scope

Implement code that meets design specifications, follows standards, is easy to maintain and is reasonably free from defects

Document sub-systems

Experience

At least 3 years experience in developing high-quality web-based application software, prefer in financial industry

Specific Skills

Java OOD, J2EE (Servlets, RMI, JMS, JDBC, XML and Swing), tomcat, weblogic, Sybase, SQL Server, HTML/Java Scripts

Education

B.S. or MS in Computer Science or equivalent

Salary & Benefits

Excellent Salary and Benefits,

Pleasant Bay Area suburban work environment

To Apply

 Contact Us

Position Title

 Senior Financial Engineer

Division

 Research and Development

Location

 Lafayette, CA

Position Responsibilities

Develop valuation models for fixed-income, derivatives; Estimate probability distributions, volatilities and correlations;

Build strategy forecasting models and enhance optimization/asset allocation models on portfolio management;

Analyze equity/debt/commodities financial market data and history using time series analysis, Monte Carlo simulation, multivariate statistics, and other quantitative techniques.

Experience

More than 3 years experience in Computation Finance

Specific Skills

Excel, Matlab

Education

A graduate degree (M.S. or Ph.D.)in a quantitative discipline and an in-depth knowledge of Mathematics and Statistics as it applies to the financial markets.

Salary & Benefits

Excellent Salary and Benefits,

Pleasant Bay Area suburban work environment

To Apply

Contact Us