Tools built will include valuation and structuring of various derivatives including swaptions, caps, floors and the construction of relevant curves. Some algorithmic trading modeling and volatility surface modeling may also be expected. Candidates must have hands-on experience coding in C# or Java, strong SQL knowledge and the ability to work independently and translate trader needs into state of the art analytics. Murex knowledge is a plus.
Refer to Job#17088-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Peter as your recruiter contact.
Peter Arian
Analytic Recruiting Inc.
AP 263-17088
Note: Please quote eFC Ref: 544959 when applying for this job.