Successful candidates will report to the Technology Department, but will work very closely with other local and global Risk Analysts, as well as other front- and middle-office staff. Therefore, good communication skills, as well as an interest in the Risk Management and trading activities of the firm, are would be an advantage for this position.
Skills, experience, qualifications and knowledge required:
Computing or other numerate undergraduate degree
Strong C++ skills
Exceptional SQL skills – working with large data sets, manipulating data
Skills, experience, qualifications and knowledge preferred:
Experience using boost
Good Understanding of Credit Risk Concepts – Credit Exposure, Expected Exposure(EEPE/EENE), JTD, Counterparty Risk, Collateral Management, XVA, CDS, CDO, CLO, CCAR
Understanding of Monte-Carlo Simulated Markets, IR Market Models, Bootstrapping of Credit Spreads, Copula(Multi-Variate Probability Distribution), Quantitative Financial Modelling, Optimization Techniques
Financial experience; Derivatives pricing knowledge ideal
About Infinity Consulting Solutions
At Infinity Consulting Solutions our mission is to cultivate successful long term relationships with candidates and clients matching the right candidate with the right client. We believe technology cannot replace the real personal relationships we cultivate. We reject the notion that technology alone is the answer to staffing which is why we our successful partnerships rely on collaboration NOT automation. ICS has been providing flexible staffing solutions for over 20 years in Information Technology, Compliance, Accounting / Finance and Corporate Support. Our staffing solutions include Contract, Temp to Perm and Permanent Placement.
ICS is an Equal Opportunity Employer.
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