Description

Job Description

Leading Financial Services Firm.  2-3 days per week in office. 
No sponsorship or third party resumes.

Hands-on developer experienced in quantitative finance, especially in Fixed Income products. Proficient in market risk measures such as VaR and stress testing scenarios across traded products. Experience with sensitivities calculation and position valuation for fixed income products. Programming skills in Python, SQL, and SSIS is required. Experience with batch processing, and incident root cause analysis is necessary. Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.
Qualifications:

  • Hands-on developer experienced in quantitative finance, especially in Fixed Income products.
  • Proficient in market risk measures such as VaR and stress testing scenarios across traded products.
  • Experience with sensitivities calculation and position valuation for fixed income products.
  • Programming skills in Python, SQL, and SSIS is required.
  • Experience with batch processing, and incident root cause analysis is necessary.

Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.

Key Skills
Education

ANY GRADUATE

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