Quantitative Developer

New York  ‐ Onsite
This project has been archived and is not accepting more applications.
Browse open projects on our job board.

Keywords

Description

The Counterparty Portfolio Management Strat Group is looking for an individual to join the team. This group are responsible for building out and maintaining the framework for portfolio pricing and risk to support CVA, RWA, IA, FVA, and CFD desks. Each desk manages a set of specific risks for the organisation as a whole. These risks include credit risk and funding risk at a counterparty level, capital impact and margin amounts for incremental trades, and wrong way risk on structured notes.

The ideal candidate will have a degree in a computer science and a quantitative field such as physics, math, finance or engineering and be comfortable in both large analytical and data processing problems.

Strong programming skills in C/C++ and Python are required as is the ability to work in a trading floor environment and strong communication skills. For candidates with previous work experience, experience in a front office role is a strong plus.

Specific responsibilities include
  • Development of instruments, market model, and risk reports
  • Integration of financial models into Firm systems.
  • Tactical support of risk and pricing activities on the cpm trading desks.


Please call Ciara O'Kane at Huxley for further information.

To find out more about Huxley Associates please visit www.huxley.com
Start date
03/2014
From
Huxley Associates
Published at
14.03.2014
Project ID:
679086
Contract type
Permanent
To apply to this project you must log in.
Register