Risk Calculations C# Rates Swaps

C#.Net Excel

Financial Exp. Mandatory

Some front office exp.

This will be with the rates swaps team doing half Intra-day risk/BAU type of role

Rates or credit risk or any FI derivs experience will put your candidate to the head of the line.

Com skills are extremely important to the HM and team.

Candidate needs to know Risk calculation

Team is in NY and Poland (2 in Poland)

Long term role with possible conversion (so if that’s your contractors end game – make it known on the blurb)

Candidate will be responsible for:
1. Daily desk support, including immediate responses to risk outages, detection and resolution of data quality issues, etc.
2. Communicate with business, quant strats, production support
3. Continuous improvement of current multi-tier intraday risk application suit
4. Work on new iteration of intraday risk management tools, better aligned with strategic initiatives

Experience, and personal qualifications:
5. Familiarity with risk calculations, general knowledge of fixed income products
6. Working knowledge of Excel spreadsheets
7. Working knowledge of C#, familiarity with event-driven software
8. Good interpersonal skills, ability to work in fast-paced environment, while communicating with colleagues and desks when necessary
9. Organized, responsible, self-motivated, problem-solver personality

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