Developer will work on developing and enhancing margin analytics within the Risk Technology team. Implement enhancements to risk-based cross-margin analytics for cleared SNCDS - CDX to support sovereign CDS.
location: Jersey City, New Jersey
job type: Contract
salary: $70 - 74 per hour
work hours: 9am to 5pm
- Design and implement historical analysis tools, exception reports
- Engage Quantitative Analysts and Business Quants to ensure data quality of inputs and results
- Structure Agile delivery of milestones aligned with overall project sprints
- Partner with 2-3 quant developers, risk managers and model validation teams
- Strong analytical ability, independent problem solving, and good communication skill
- Knowledge of capital markets (10+ years), familiarity with risk and/or margin processes
- 10+ years of Java/Python
- Knowledge of SQL ( 5+ years ; SQLServer preferred)
Financial products skill
- High level knowledge about structure, sensitivities and usage in market about basic financial products
- Interest rate : Treasury futures, Interest rate futures/options, Interest rate swaps, swaptions
- Credit : Credit default swap/index
- Equity : Equity /index/future options, swaps, ETF products
- Fx : Fx options, futures
- knowledge about market data for the above eg
- Credit spread curve
- Yield curve
- CDS Index information etc.
- PH D Math, or Pure Quant not necessary . We need who understands the financial products from practititioner's perspective, and describe how this products are used in the financial market
- CFA , FRM, PRMIA or other related risk management specific certification
- Experience of front and middle office analytical applications is desired
- Knowledge of Prime Brokerage, financing business, margin process and risk management methodology is a plus.
- Exposure to real time systems, high-volume mission critical straight-through processing systems and pricing and risk engines is desired
- Experience in object oriented systems; distributed computing and service oriented system design; understanding of the concepts of system technologies and topology is desired.
Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.