Responsibilities:
- Handle the development and implementation of algorithms for valuation of financial products
- Implementation of pricing and analytic tools
- Ensuring that the process of introducing and maintaining analytic is performed efficiently
- Liaising with trading teams and model validation teams
- Liaising with control and support staff (market risk, middle office, and product control)
- Support implementation of vendor systems from a Financial Engineering perspective
Experience/Knowledge:
- Strong product knowledge
- Strong industry experience
- Strong mathematical background
- Strong C++ knowledge and experience
- Strong risk control and risk awareness skills
