A leading global provider of OTC Derivatives Analytics and Risk Management Solutions to investment banks, broker-dealers, asset management companies, insurance companies and hedge funds is looking for a systems implementation developer for its North American business based in New York.

This is a unique opportunity to combine your applied math and development skills with client exposure. The candidate will work directly with clients to integrate and implement hybrid cross asset valuation and risk models, work with existing and prospective client demos, and contribute to system and software design enhancements.

Responsibilities include implementation and deployment of complex risk management products and solutions. This is an opportunity to work closely with direct users, traders and trading managers. A Masters in financial engineering, computer science, applied mathematics or physics is preferred and programming knowledge of [C++, .NET, Python, Perl], as well as 2-3 years of mathematical modeling experience of derivatives is essential. Hands on experience with relational databases, stored procedures, and Business

Intelligence and Reporting technologies are required. Candidates who have experience with derivatives across all asset classes and have worked on system integration with firms such as [Algorithmics, Summit, Adaptiv, Calypso, Murex] are strongly encouraged to apply. The role requires superior communication skills and the ability to work unsupervised at client sites when required.

Major financial firm in NYC is looking for PhD-level quant modelers with extensive experience in developing valuation models and analytic applications to price Fixed income Securities, OTC Derivatives, Structured Products (MBS) and Exotic Securities (complex Options). The successful candidate will review, verify, and validate existing risk and derivative trading models for theoretical soundness as well as provide analytic risk support, valuation and hedging analysis for the firms extensive fixed income, equity, and commodity institutional clients. A major component of the role is client facing, and demands strong communication skills and the ability to articulate and explain complex concepts to a non-technical audience. Candidates must have 3-7 years of experience in model development, risk, valuation, and hedging for fixed income, MBS, OTC derivatives and exotic options. Candidates should have experience working with third party vendor risk systems such as Bloomberg, Numerix and Algorithmics. Candidate must have an advanced degree (PhD preferred) in a quantitative field with solid C++ programming skills, broad knowledge of derivatives and other fixed income products and superior communications skills.

The Asset Management arm of a major Insurance Company in Los Angeles is looking for an experienced Quantitative Market Risk Analyst/Modeler for the Variable Annuity Hedged portfolio. This role will be part of a team that is creating risk exposure and hedging models to support the firms Variable Annuity businesses. The role requires deep understanding of the VA business, deep understanding of the Greeks (Risk Exposure) and the unique hedging structures (swaps, futures, options) that minimize the firm's exposure. The role also requires someone with superior programming skills (C++, Matlab) and deep data base management skills-to analyze thousands of policies, loading that data into risk models and producing timely and accurate risk exposure and hedging reports. Candidates must have a quantitative degree, Variable Annuity Product Knowledge, 5 years of experience building both complex risk models and derivatives valuation and hedging models. The role requires someone with an insurance industry background who has worked on hedging complex VA products (EIA, GMLB, GMDB) with derivatives. CFA, FRM, ASA or FSA strongly desired but not required.

Keywords: Variable Annuity, Hedging, Derivatives, Database Management, Risk Reporting, Data Operations, SQL

Refer to Job#19997-Numa and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.

Major financial entity is seeking an experienced C++ Quantitative Developer to play a lead role in mentoring quants and developing coding acumen for firm’s Equity Derivatives global and regional areas.

Additional requirements:
• Proven track record of delivering complex technology projects in the field of derivatives
• 4+ years hands-on experience object-oriented development platform with excellent C++ and C# skills.
• Superior interpersonal and communications skills are a must.
• Must have worked previously with quant teams to implement and extend derivatives models.
• Expertise in the use of external libraries within complex system (BOOST, STL), extended knowledge of design patterns, regression & unit testing tools.
• Degree in Computer Science, Engineering, Physics Mathematics, Financial Engineering with discipline in technology or mathematical field.
Compensation: $250-350K DOE.

Email MS Word attached resume in confidence to: resume@hrg.net Reference DF200-NUUMA, Equity Derivatives Quant Developer on subject line.

A Washington DC Based Investment Management firm is looking for an experienced OTC Derivatives Operations & Valuation Systems Analyst. Responsibilities include: 1] the daily upkeep of: valuation, trade capture, confirmation, reconciliation, collateral management risk, accounting, control and cash & wire systems, and 2] ensure accurate and timely implementation of new OTC derivative instruments (Caps, Floors, Forwards, Swaps, Swaptions, Inflation and Variance Swaps) into existing trade processes and systems. [Murex and Alladin]. Applicants should be familiar with OTC Derivatives Trade Processing and have experience in confirmation, instruction, valuation and lifecycle management for swaps, OTC options, Futures & Equity Derivatives. A BS/MS degree [Accounting, Finance, Math, preferred] and a minimum of 5yrs of OTC Derivatives Middle Office systems-technology experience are required.

Keywords: OTC Derivatives, Systems Administration, Systems analyst, Murex, Alladin,
Swaps, Valuation, Trade Capture

Refer to Job#19998-Numa and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.