全职 System Analyst 工作, 薪水, Luxoft 公司招聘中 - Ricebowl

Mandatory Skills Description:

1. 6+ years of track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company
2. Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
3. Good understanding of X-Asset Derivatives Pricing and Risk (eg. Monte-carlo, PDE valuation, XVA, and PFE)
4. Strong technical knowledge
5. Good business domain knowledge of Banking & Trading book
6. Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
7. Good problem solving, analytical, synthesis, system thinking and solutioning skills
8. Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
9. Strong influencing skills to achieve alignment up and down the organization
10. Experience in implementing large-scale, highly available applications or other large project implementations
11. Proven result-oriented person with a focus on delivery
12. Good understanding and experience in software development cycle• Experience working with Derivatives valuation and Quantitative pricing.
13. Understanding of Pricing models for x-Asset products and required Market data.
14. Understanding of Risk evaluation and Sensitivities
15. Programming knowledge (Python / C++ / R) would be an advantage.
16. Strong technical & functional background.

Education:

Master’s degree in computer science/ quantitative finance or in Finance domain

Related professional/technical qualification (CFA / CQF for e.g.) will be advantageous although not mandatory

Technical Skills:

1. Experience working with Derivatives valuation and Quantitative pricing.
2. Understanding of Pricing models for x-Asset products and required Market data.
3. Understanding of Risk evaluation and Sensitivities
4. Programming knowledge (Python / C++ / R) would be an advantage.
5. Quantitative Pricing and Risk