Financial Engineer

FD Technologies plc is a global leader in consulting, business services and technology. We are the home for diverse thinkers and innovators. We know that our people are vital to our success and we are proud of the diverse and vibrant team we have built across the globe. We are committed to hiring top talent, creating an environment where they can thrive, and recognizing and rewarding their dedication as they progress within the company.

 

Responsibilities:

Responsible for implementing trading software for tier 1 investment banks. Delivering risk analytic including Historical, Monte Carlo, Scenario VAR, Back Testing, P&L, Stress testing, CVA, and PFE. Writing documentation for configuration, detailing the definition of each field and the format required.Working within Bonds, Equity’s, Investment Analysis, Market Risk, Foreign Exchange and Actuarial Valuations domains. Responsible for configuration, development and implementation of migration workflows, to import the source data. Applying Derivative transaction life-cycle management from both a Front and Back Office perspective. Configuration of trade products within Numerix and Murex. Reviewing trade attributes against the term sheet to ensure the mapping is correct. Investigating and resolving any trade pricing discrepancies. Coding MxML workflow to import trade and static data. Utilizing knowledge of relational DBs, SQL and VBA as well as OTC Derivatives systems to include Bloomberg, Calypso, MUREX, and Summit. Mapping static and trade data from the source system to Murex. Investigating and providing details any bugs identified to the developers and QA teams. Applying In-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market Reference Data.

Skills and Requirements:

Bachelor’s degree in Math, Statistics, Actuarial Science or related plus two years-experience in
the job offered or related position in the financial industry field.
The minimum required experience in the job offered or related occupation must include two years Implementing trading software for tier 1 investment banks; Applying Derivative transaction life-cycle management from both a Front and Back Office perspective; Configuration of trade products within Numerix and Murex; Utilizing knowledge of relational SQL and VBA as well as OTC Derivatives systems to include Bloomberg, Calypso, MUREX, and Summit; Delivering risk analytic including Historical, Monte Carlo, Scenario VAR, Back Testing, P&L, Stress testing, and CVA; Applying in-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market Reference Data.

Location:

This role is based in New York.

Apply To: Lauren Osbahr – First Derivatives US Inc.
Mailing Address: 45 Broadway, 20th Floor, New York, NY 10006
Work Site Address: 45 Broadway, 20th Floor, New York, NY 10006
Telephone: 646 625 3100