A Derivatives Solution Platform with offices in New York is seeking a Sr. Financial Engineer with Java software development experience to work on Interest Rate, FX and Commodity pricing, risk and analytic models.
- 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 and Commodity pricing, 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
- 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 Numerix.
- 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 resume for Job#23722 to Jim Geiger firstname.lastname@example.org