SUMMARY
- 8 - 10+ years of experience in defining and implementing technology solutions for a front office trading and/or quantitative risk management environment, preferably from a major financial institution, asset manager, or Confidential
- Demonstrated exposure in teh design, development and implementation of risk management and risk budgeting models and tools for investment portfolios wifin an asset and/or asset-liability management framework
- Good noledge and experience wif capital markets, market conventions and market data manipulations
- Prior experience wif fixed-income securities and portfolio management
- Good understanding of relationships and attributes of complex portfolio-related reporting
- Experience wif a financial modeling environment and rapid-deployable analytical applications in a desktop environment
- Extensive experience in documenting business requirements, developing functional specifications, defining test cases, executing test scripts, and providing user training and support
- Master’s degree in Computer Science/Information Systems/Finance,
- Excellent oral and written communication skills
PROFESSIONAL EXPERIENCE
Business Analyst
Confidential
Responsibilities:
- Working noledge of OLAP techniques
- Quantitative background, wif noledge of financial mathematics (calculus, differential equations, stochastic calculus, probability and statistics, numerical methods, simulation, algorithms and optimization)
- Knowledge of VBA, SQL and C++ numerical programming noledge, MS Access, Oracle and reporting tools such as Crystal Reports
