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Voir les 95 annonces d'emploi de SELBY-JENNINGS-NEW-YORK
Junior IR/Inflation Financial Engineer-New York
Circa - $100,000 - $120,000 + Competitive Bonus structure
This leading Investment Bank is looking to take on a couple of strong juniors, who are seeking a challenging start to their career. This kind of product and business exposure will offer the candidate a solid platform which will allow the candidate to move freely in their career later on.
Reporting to senior Directors and learning solid business acumen from widely known Quant Analysts in the industry, these candidates will be gaining the best start to their career.
Responsibilities of the Junior IR/Inflation Financial Engineer role:
-Write Requirements Definition (RD) and Product Specifications for vanilla and exotic Derivative products across FI/CC/INF/CR/EQ/FX.
-Work in conjunction with Sponsor Customer to specify new functionality.
-Work as liaison between Customers and Internal teams (Sales, Quantitative Research, Quantitative Development, and Integration Development).
-Design and perform FE testing on models (calibration and pricing) across FI/CC/INF/CR/EQ/FX on the Library (Excel/VBA), Toolkit (C/C++), and the Portfolio (C#), and testing on model Greeks using Monte Carlo, etc.
-Design and perform QA testing on the products, including NxPro and Portfolio.
-Identify new business opportunities in the derivatives analytics space.
-Create/Maintain Excel templates based on its Application Engine as Excel Add-in.
-Provide consulting and professional services for clients using the products for integrated/independent pricing and risk analytics system.
Experience and Skills Required
-Masters degree (or foreign equivalent) in Mathematics, Finance, Financial Engineering, Computer Science, or related field.
-Some previous experience with Excel and VBA, C/C++/C# programming languages.
-Demonstrated knowledge of the following: derivative pricing models for both vanilla and exotic derivatives across FI/CC/INF/CR/EQ/FX; risk management techniques including parametric, historical, and Monte Carlo VaR, credit exposure, etc.; financial mathematics skills, including stochastic calculus, numerical methods for PDE, numerical linear algebra, real analysis and probability, Monte Carlo method, and time series analysis; and financial modeling, financial mathematics, or quantitative/engineering related research.
Key words:
Front Office Quantitative Analyst; Finance; Engineer; USA; New York City; Interest Rates; Fixed Income; Credit Risk; Equities; Foreign Exchange; Vice President.
To apply for the Junior IR/Inflation Financial Engineer role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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