Fwd: [NCYIjobs] Lead Quant Analyst - Financial Engineering - Derivatives - Asset Mgt. - Boston, MA - Excellent Package tzvika77@hotmail -------- Original Message -------- Subject: [NCYIjobs] Lead Quant Analyst - Financial Engineering - Derivatives - Asset Mgt. - Boston, MA - Excellent Package Date: Fri, 3 Oct 2014 13:26:15 -0400 From: Gary Wright [email protected] [NCYIjobs] Reply-To: NCYIjobs@yahoogroups Organization: Wright Associates To: NCYIjobs@yahoogroups Please feel free to refer this position to other groups and people you know. Position Title – WR739171092014 Lead Quant Analyst – Financial Engineering – Derivatives - Asset Mgt. – Boston, MA – Excellent Package Excellent Compensation Package - Base + Bonus + PS Relo. Assistance Possible Company Large, successful, and growing Boston based Investment Management Firm - Great Company - Lots of Upside - Excellent Compensation Package - Bonus - Profit Sharing etc. Join a team oriented, collaborative, results focused environment and become part of an elite organization with great growth possibilities. Position Summary: The Alternatives Systems Team is responsible for supporting and providing ad vanced tools to analyze, value, trade, and risk manage a broad spectrum of products and assets used by the Asset Allocation, Commodities and Hedge Funds Investment teams. In addition this team supports the firm’s OTC Derivatives Platform for Fixed Income, Equity, Commodity, and Currency OTC derivatives used throughout the firm’s portfolio management, trading, and operations. Members of the Alternatives team play critical roles in firm’s success by providing proprietary technology solutions and supporting vendor applications which assist in complex investment decision-making, streamline trading, reduce operational risk, and improve efficiency. The Lead Systems Analyst (Quantitative Analysis), Alternatives Systems will be responsible for developing custom pricing model and advanced analyti cs for derivative instruments across all asset classes. A successful candidate will have a solid background in math, advanced knowledge of financial modeling and practical experience in financial engineering working with derivative instruments in addition to a solid understanding of a broad range of technology solutions, and outstanding client management skills. Responsibilities: · Work closely with investment and trading professionals to understand business problems and to create effective technical solutions. · Perform detailed analysis of analytical/quantitative problems, develop model prototypes, and provide guidance to the technical development teams. · Participate in full-cycle software development including regression testing, deployment, and support of new tools. · Be an expert in derivatives analytics and pricing methodologies · Stay abreast of the state of the art as it relates to investment practice, both within Wellington and throughout the industry Required Skills and Competencies: · A minimum of five years of experience in the investment industry, ideally with an asset manager, a hedge fund, or an investment bank. · Demonstrated understanding of equity, fixed income, commodity, and FX derivatives structure and attributes, quantitative concepts, and related front-office investment processes. · Very good knowledge of math (linear algebra, statistics, advanced calculus) and its applications to financial engineering · Experience in financial engineering and derivatives instruments modeling · At least seven years of application designing and programming experience using Matlab, Java, Python, or R. Comfortable in numerical programming. · Knowledge of Microsoft tools is a plus. · Previous experience with Calypso, Murex or similar vendor Derivatives system will be a big plus · Hands-on knowledge of SQL and relational database technology. · Ability and willingness to work in a fast-paced, mission-critical production environment. · ; Strong delivery focus and ability to overcome obstacles. · Advanced degree in computer science, mathematics, physics, statistics or another quantitative field. · CFA/FRM charter, or work towards one is strongly preferred Keys to this Role 1. We are seeking a Quantitative Analyst with some development skills. 2. Very good knowledge of math (linear algebra, statistics, advanced calculus) and its applications to financial engineering 3. Experience in financial engineering and derivatives instruments modeling 4. At least seven years of application designing and programming experience using Matlab, Java, Python, or R. Comfortable in numerical programming. 5. Investment workflow experience is required. Contact Information - Resumes in Word format to: Gary Wright - President - Wright Associates Phone - (508) 761-6354 - Email - [email protected] - WEB Site - ift.tt/1eUyYkt __._,_.___ Posted by: Gary Wright Reply via web post • Reply to sender • Reply to group • Start a New Topic • Messages in this topic (1) Visit Your Group New Members 2 • Privacy • Unsubscribe • Terms of Use . __,_._,___
Posted on: Sun, 05 Oct 2014 19:46:15 +0000
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