Description
Sophis IT, Contract, £500 p/d, London
Sophis IT, Pricing, Risk, Commodity, C++, .Net, WPF, VBA
Sophis IT for professional to work on Pricers integration and risk calculations.
The role will require management of different projects and business analysis linked to the commodity group:
- New products implementation within Sophis
- Implementation of new tools for P&L reporting
- Booking improvement within Sophis
- Reports extractions
All applicants must have Financial Markets (Investment, International or Corporate banking) experience, along with the following:
- Strong understanding of analytics, pricing tools and methodology
- Understanding of pricing models
- Understanding of risk scenarios (risk matrices, var, greeks calculation, etc)
- Capacity to communicate with Traders, quant teams
- Understand of Derivatives and more especially commodity derivatives
- Understanding of Sophis toolkit and capacity to integrate customized functionalities within Sophis
Technical and/or technology skills required:
- API Sophis Expert
- Progiciel Sophis Expert
- Language C++, STL, Boost, runtime Expert
- .Net C#, Entity Framework, WPF Expert
- C++, VBA XL Expert
- Oracle PL/SQL Medium
- SQL Medium
- Visual Studio (Microsoft) Medium
If you satisfy these requirements please forward your CV.