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Work with quantitative research and financial engineers on integrating 3rd party analytic packages (ie. Numerix) into the firms front, middle and back office platform
Work on Java based development of FX, Interest Rate and Commodity pricing, risk and analytic models as part of the firm's platform
Document, test and validate all models
Identify aspects of the OTC Derivatives (Vanilla and Exotic) models in the library that may need to be tweaked, altered or fixed
Advanced Degree in a Quantitative Field (Math, Financial Engineering, Computer Science, Physics)
4+ years of financial engineering of OTC Derivatives including Options, Swaps and/o Structured Notes
Must have strong quantitative skills to understand complex OTC valuation, risk and hedging models and to know if the model's results are accurate
Must have a deep understanding of how derivatives models work and is current on market conventions for pricing and hedging OTC Interest Rate, FX and Commodity products including Options (Vanilla and Exotic)
Must have superior communication skills and the ability to communicate complex quantitative issues to groups and individuals
Must have demonstrated experience working with 3rd party analytics firms such as Numerix.
Must have- current Java and Java automation applications such as: Git, Jenkins, Maven and Tomcat