Form an integral part of the Pricing and Risk Front Office IT team in leading international investment bank, responsible for integration,development and support of tools and systems for pricing,risk and P/L.

Overview

• Working with traders and quantitative analysts in a derivatives environment.
• Liaising directly with internal customers to establish requirements.
• Building and extending pricing and risk management spreadsheet-based tools, utilizing established frameworks.
• Aiding the users in understanding and validating results, including diagnosis of problems and investigating numerical queries.

Knowledge, Skills and Competencies

• Strong business skills, having a solid mathematical and intuitive understanding of derivative products and risk management.
• Knowledge of technology platforms, databases, operating systems and programming languages.
• Must be able to work under clear direction and also be a motivated self-starter who does not require constant micro-management.
• Must be a clear thinker who is able to clearly articulate complex concepts to a broad spectrum of internal customers who are themselves experts in their field.
• Tactical development and support of spreadsheet tools for traders, using Excel and VBA
• 3-4 years within a similar role, ideally in an Investment Banking, Hedge Fund  or similar environment.

• Python, Scripting languages, C
  

Advantageous:
• Direct experience of working with traders and quantitative analysts in a derivatives environment.
• Object-oriented programming experience in C /Java/C#/Python.
• Familiarity of Front Arena development.
• Appreciation of XML technologies.
• Training in user interface techniques

A degree level qualification in a numerate discipline, e.g. Maths, Physics, Engineering, Computer Science
Minimum 2nd year Mathematics

• Required Experience: 3 Years
• Minimum Education: Post Graduate - Honours (NQF 7)
• Expiry Date: EXPIRED