Financial Engineer with expertise in FX, equities or interest rate derivatives
Our client is a leading global software solutions provider. Their trading solution provides real-time, event driven processing across all asset classes.
They are seeking a Financial Engineer to be based in their London City office. Responsbilities will include developing algorithms for pricing and risk management; developing and enhancing pricing models for specific asset classes; research into new models; enhancing and supporting existing analytics; testing and documenting; communicating internally as well as externally with clients.
Requirements: - Strong understanding of financial mathematics (PDE, SDE, stochastic calculus, Monte Carlo) is a must - Experience programming numerical methods - Experience pricing algorithms of financial derivatives, market data generation, calibration of models and hedging and risk analysis is essential - Expertise in one or more of FX, equities or interest rate derivatives - Excellent communication skills - Background in software development is a plus - Experience of OO programming and Java or C++ preferred
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.
