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Senior Programmer
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Position Reference YD0285
Position Title Senior Programmer
Closing Date November 13, 2008

Preamble

Estimated duration of this contract is November 27, 2008 through November 26, 2009.

Experience

Mandatory Qualifications

Senior Programmer experience in the following areas:

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Matlab

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Java

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Development of complex SQL queries

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MS DOS

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Software Development Life Cycle

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Documenting application development and interfaces

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Development in a SQL Server environment

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Investment-related software systems

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Government – State of California

 

Desirable Qualifications

Experience in the following areas:

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Investment industry

Scope of Work Summary

The scope of this project encompasses the following tasks:

Analyze, develop, test, and implement multiple modules and integrated interfaces for Global Equity’s alpha platform.  The details of this project are described in the bullets below.

 

Global Equity Asset Allocation Platform

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Design, develop, and implement modules for the Global Equity Asset Allocation Platform: The asset allocation effort within Global Equities will require the development of a suite of analysis tools that have been developed on a conceptual basis and require a highly skilled and experienced programmer to design and build.  This effort will begin with the Style Analysis module.

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Develop the interfaces: As directed by the technical project team lead, write the code to integrate/connect new modules with the other modules and the database.

 

Alpha Platform

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Design, develop, and implement four additional modules for the Alpha Platform: The alpha-generation effort within Global Equities consists of numerous value-added strategies that have been developed on a conceptual basis and require a highly skilled and experienced programmer to design and build.  The initial strategies include four Market Neutral portfolios that will form the core of the Matlab/SQL-based alpha platform.

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Integrate the Signal Processing module: As directed by the technical project team lead, write the code to integrate this new module with the existing modules and the database.

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Create documentation: Provide documentation for all interfaces, modules, and applications using Unified Modeling Language (UML), JavaDoc, flowcharts, Visio, and/or standard code comments.  Documentation should be done for each phase of the software development life cycle.

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Provide training:  Provide User and System level training for all developed interfaces, modules, and applications.

 

 

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