Senior Financial Engineer recruitment
My client is an established Investment Banking Consultancy is currently looking for a Senior Financial Engineer.
The prime responsibilities will include:
- Provide onsite support for clients using sophisticated pricing and risk management software.
- Ability to support both Excel product and code (C/C++) based Toolkit
- Liaise with clients to spec functional enhancements and client requirements
- Provide pre-sales support.
Experience and Skills Required
- Advanced degree in one of Financial Engineering, Engineering/Physics, or Applied Mathematics.
- Experience working in middle-office, front office derivatives support, or risk management function.
- Strong knowledge of derivatives in practice: FI (Interest Rate) derivatives, FX and CC derivatives, Credit Derivatives, Risk/Sensitivity Analysis.
- Strong knowledge of financial engineering: Commonly used models, Monte Carlo, Numerical methods, Stochastic processes
- Knowledge of risk management techniques: VaR analysis, Credit Exposure, PFE, CVA.
- High level of Excel competency required (VBA an advantage)
- Some knowledge of C++/C#/Java an advantage.
If you are interested, please apply to Elina Shchepkina at Darwin Rhodes. Please email to e.shchepkina@darwinrhodes.com
May 12, 2012
• Tags: Investment Banking, M & A careers in the UK, Senior Financial Engineer recruitment • Posted in: Financial