Financial Engineer – Quantitative Consultant recruitment
Globally renowned financial services firm with offices in London, New York, Tokyo, Singapore and Sydney our client is an eminent software firm experiencing growth in market and credit risk financial markets. They are the number one service provider for quantitative metric risk systems providing bespoke risk software to hedge funds, investment banks, central banks and rating agencies to name but a few.
Due to an increase in demand for the modeling and implementation of counterparty credit risk measures across options and futures trades, an opportunity has transpired for a financial engineer to work in the Sydney office. This is a hybrid role consisting of quantitative modeling with I.T Development and business analytics.
The successfull candidate will be involved in pre sales support for proof of concepts projects providing daily software implementation, coding. gathering of functional specifications, client training, and developing pricing functions and counterparty credit risk measures.
Applicants will need to have a quantitative business mind set with strong knowledge of pricing derivatives (swaps, options, exotics) across a variety of financial institutions whether that be equities, rates, FX or commodities. There is also a particular emphases on quantitative development in which the candidate will be coding quant models using C++ and or Java, whilst acting as a consultant to Top Tier clients providing quantitative development support.
Successful candidates must have a quantitative degree (i.e engineering, physics, quantitative finance, applied mathematics or similar) with a strong background in object oriented programming preferably in C++ and or JAVA. Previous experience in implementing quant solutions through Numerix, Quic, Murex, Calypso, Kondor Sungard and or Kamakura will be highly regarded. Applicants should note that only candidates with experience in financial markets and risk management will be taken into consideration.
For a confidential discussion, please call Maria Skarveli of BlackOceanRecruitment on (02) 9230 0473 or APPLY NOW using the links provided below.