For Recruiters

Derivatives Financial Engineer -Remote

Analytic Recruiting Inc.
United States, New York
Posted 5 days ago Remote Permanent Competitive
J
Posted by
Jim Geiger
Executive Recruiter
A Derivatives Solution Platform is seeking a Financial Engineer with Java software development experience to join a team of Financial Engineers who are building Interest Rate and FX pricing, hedging, risk, and analytic models.

Responsibilities:

  • Work with quantitative research and financial engineers on integrating 3rd party analytic packages (ie. Numerix) into the firms front, middle and back-office platform
  • Work on Java based development of FX, Interest Rate pricing, hedging, risk and analytic models as part of the firm’s platform
  • Document, test and validate all models
  • Identify aspects of the OTC Derivatives (Vanilla and Exotic) models in the library that may need to be tweaked, altered, or fixed

Requirements:

  • Advanced Degree in a Quantitative Field (Math, Financial Engineering, Computer Science, Physics)
  • 4+ years of financial engineering of OTC Derivatives including Options, Swaps and/o Structured Notes
  • Must have strong quantitative skills to understand complex OTC valuation, risk and hedging models and to know if the model’s results are accurate
  • Must have a deep understanding of how derivatives models work and is current on market conventions for pricing and hedging OTC Interest Rate, FX and Commodity products including Options (Vanilla and Exotic)
  • Must have superior communication skills and the ability to communicate complex quantitative issues to groups and individuals
  • Must have demonstrated experience working with 3rd party analytics firms such as Calypso, Murex, Numerix, Fincad.
  • Must have- current Java and Java automation applications such as: Git, Jenkins, Maven and Tomcat

Keywords: Java, OTC Derivatives, Financial Engineer, Exotic Options, Valuation Models, Risk Models, Hedging Models

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com

Job ID  JEG- 23926
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