The quantitative credit risk programming group implements and maintains computer programs to calculate counterparty credit risk for the firm's trading books, as well as margin, credit cost of capital, operational risk and other application areas.
Theoretical skills The candidate will have had significant exposure to one or more of the following: stochastic processes, theoretical finance, differential equations, econometrics, economics, probability theory, numeric algorithms, Monte Carlo modeling, simulations, security pricing algorithms Must be reasonably fluent in most of the following: design patterns, Unix communications, Unix system calls, threads, SQL, Java, Perl, CVS. Good programming standards will be followed. The emphasis is on transparent, documented, high-quality code which can be easily understood,
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.
