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Reference Number:
08-00262
Job Description:
Job Summary: The person in this role will work directly with investment management teams on development and support of both proprietary and vendor applications. Applications are for investment research, portfolio management, construction of investment models, and active generation of trade orders based on those models. This person will also work with Brandywine and Legg Mason Information Technology to implement a robust and efficient technical infrastructure around these applications. The person in this role will also provide technical support, as needed, for various trading applications, specifically the order management and execution systems. Essential Job Functions: Application analysis and development in the domain of ?investment information intelligence?. Apply quantitative and analytical methods to all types of investment related data: securities, positions, benchmarks, allocations, historical returns, etc. Manage problem reporting, diagnosis, analysis, correction, verification and on-going status reporting. As needed, monitor and test production application changes during the weekly change window of Friday 5pm to Sunday 12pm. Possible co-location with the investment management teams. Production support, as needed, of trading applications. The production window for these applications is 7am to 6pm. Job Specifications: Expert-level proficiency with SQL, Visual Basic and Excel. Experience with a modern object-oriented language like C++, C# or JAVA. Proficiency with various enterprise application architecture including SOAP, XML, and message-based app communication. A good understanding of the buy-side trade process, from portfolio modeling through order generation and execution. A good understanding of pre and post-trade compliance. An understanding of trading and portfolio management applications like Charles River, XIP, etc. A good understanding of security characteristics and fundamentals like earnings per share, market capitalization etc. An understanding of portfolio accounting applications like Portia, FMC and APL. A good understanding of computer networks: TCP/IP, firewalls, authentication, etc. A good understanding of Microsoft Windows servers and desktops. An understanding of processes, threads, and app servers is desired. An understanding of client-server concepts like remote procedure calls and HTTP is desired. Ability to effectively interface with a Corporate IT entity that hosts most of the trading systems. Other Duties: Disaster Recovery and Business Continuity planning. Participate in semi-annual DR tests (Saturday and Sunday). Support for corporate and regulatory audits. Other duties as assigned. Education/Experience: Degree in Computer Science or Mathematics strongly desired. Approx 5 years of application development experience. Approx 5 years experience in a buy-side investment management
Experience Level:
Unspecified
Requirements:
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