FID Analytics and Support Engineer
1 week ago
Detailed job description:
Hands-on developer experienced in quantitative finance, especially in Fixed Income products. Proficient in market risk measures such as VaR and stress testing scenarios across traded products. Experience with sensitivities calculation and position valuation for fixed income products. Programming skills in Python, SQL, and SSIS is required. Experience with batch processing, and incident root cause analysis is necessary. Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.
Overall years of experience looking for below specific tasks:
• Hands-on developer experienced in quantitative finance, especially in Fixed Income products.
• 5+ years
• Proficient in market risk measures such as VaR and stress testing scenarios across traded products.
• 5+ years
• Experience with sensitivities calculation and position valuation for fixed income products.
• 5+ years
• Programming skills in Python, SQL, and SSIS is required.
• 7+ years
• Experience with batch processing, and incident root cause analysis is necessary.
• 2+ years
• Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.
• 1+ year
Job Requirements
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