job summary: Summary:
- Risk Engine computes Risk, PL Explain, Ledges and complex scenarios for bond, credit derivatives, interest rate derivatives, Loans and mortgage derivatives. The numbers produced by this system are used by traders, risk managers and MO personnel on a daily basis.
- Work with traders and portfolio strategist to ensure the daily risk is delivered accurately and on time.
- Provide business analysis support to traders, risk managers, trading support personnel and Finance. This includes explaining and justifying Risk, P/L Explain and GL numbers. Assist business teams in system User Acceptance testing planning and execution.
location: New York, New York
job type: Contract
salary: $48 - 58 per hour
work hours: 8am to 5pm
- Team with FO Quant, Risk Quant, model validation and analytics developers to support new credit derivative products and model valuation. Ensure that the numbers produced by the RE are correct as the RE is enhanced and improved.
- Participate in various retirement, business enablement and regulator initiatives with business and horizontal Technology teams.
- Acting as primary sign-off point, coordinate deployment and go live plans with Tech & business partners
qualifications: Core skills:
- Master or Ph.D. from a quantitative discipline, such as Computational/Quantitative Finance , Statistics, Financial Engineering, Operations Research and Applied Math. Good school a plus.
- Extensive knowledge of fixed income finance and option pricing. Knowledge of stochastic finance and credit derivative is a plus.
- 3-5 year experience in high pressure working environment within a financial institute. Ability to successfully deliver complex/critical projects in challenging environments.
- Experience in Agile/Scrum Management and Agile Tools.
- Ability to multitask across several project and assignment. Experience operating in a decision-making role. Experience facing off to the business
- Good communication skills and collaborate effectively across diverse/global teams.
- Knowledge of SQL, Python is helpful
skills: Fixed Income, Agile, Python
- 3-5 year experience in high pressure working environment within a financial institute.
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.