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Empowering financial institutions worldwide to transform risk into opportunities.
Quantitative Developer
Location
United States
Posted
125 days ago
Salary
0
Seniority
Senior
Job Description
Quantitative Developer
Numerix
• Help design complex valuation and risk solutions through customer implementation projects that include but not limited to; • Capturing and translating customer business requirements into solution specifications and designs. • Front-to-Risk systems configuration. • Systems integration/interfaces. • Workflow automation. • First line troubleshooting during QA and customer testing. • Provide 1st class application support to our primarily Eastern Time Zone clients. • Contribute to the full lifecycle of product development working with a team of Financial Engineers, Quantitative Analysts, Solution Architects / Developers and Project Managers. • Partner closely with product engineering, product management, sales, pre-sales and support to deliver analytics solutions that meet our clients’ expectations. • Be an active contributor to change management, and to a positive, collaborative, and high performing team environment across Numerix as a whole.
Job Requirements
- At least 4+ years experience in financial derivatives, risk analytics and capital markets with strong understanding of quantitative finance and technology.
- Some experience with risk analytics including but not limited to Historical, Monte Carlo & Scenario VaR, XVA, PFE etc., as well as in-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market Reference Data.
- Strong demonstration, communication, and interpersonal skills are a must.
- Strong understanding of the Software Development Life-Cycle (SDLC) and best practices of the same (preferably Agile) and development tools like JIRA.
- Strong hands-on experience with python and/or other programming languages.
- Experience with cloud-based native services and SaaS offerings.
Benefits
- Customer NPS focused on application support.
- Contribute to the optimisation of Professional services revenue adopting best practices throughout project implementation.
- Continuous training and knowledge exchange across technical resources in PS.
- Support operational efficiency in PS by logging time in NetSuite diligently.
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