Equity Derivative Risk Developer (AVP/Analyst) – Investment Bank recruitment

Responsibilities:• To be a senior member for the development of a Java-based flow equity derivatives pricing and risk calculation platform• Working closely with the quant team to understand how to integrate their library into the calculation platform in order to compute price and risk measures for products, and carrying out the development and testing• Carry out analysis for adding or changing pricing or risk measures• Provide estimates for analysis and development tasks, and highlight any issues or risks to meeting those estimates while carrying out the tasks• Provide L3 application Read more […]

February 11, 2012 • Tags: , , • Posted in: Financial • Comments Off on Equity Derivative Risk Developer (AVP/Analyst) – Investment Bank recruitment