Our client, a global financial services company require a Financial Engineer / Quant Developer for their industry leading pricing and risk management system.
Our client, a global financial services company require a Financial Engineer / Quant Developer for their industry leading pricing and risk management system. Client provides a turn-key Java-based platform for trading and trade processing and provides real-time, event-driven processing that enables global financial institutions to provide integrated solutions across all asset classes, from FX and Equities to fixed income and credit derivatives. They require expertise in one or more of FX, Equity or Interest Rate derivatives. Responsibilities include developing algorithms for pricing and risk management, testing, documentation as well as interaction with clients. Experience of OO programming and Java or C++ preferred. Developing and enhancing pricing models for specific asset classes. Keeping abreast of market standard models and research into new models, pricing model analytics Skills & Requirements: An understanding of financial mathematics (PDE, SDE, stochastic calculus, numerical solution techniques, Monte Carlo) is a must. Experience with programming numerical methods, such as solving differential equations Familiarity and experience with 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, Equity or Interest Rates. Background in software development is a plus. MSc DEA or PhD in finance, mathematics, physics, engineering or equivalent disciplines. Front-office experience would be ideal.
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.
