
Quantitative Developer
Numerix
full-time
Posted on:
Location Type: Remote
Location: Canada
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About the role
- Help design complex valuation and risk solutions through customer implementation projects that include but not limited to;
- Capturing and translating customer business requirements into solution specifications and designs.
- Front-to-Risk systems configuration.
- Systems integration/interfaces.
- Workflow automation.
- First line troubleshooting during QA and customer testing.
- Provide 1st class application support to our EMEA clients.
- Contribute to the full lifecycle of product development working with a team of Financial Engineers, Quantitative Analysts, Solution Architects / Developers and Project Managers.
- Partner closely with product engineering, product management, sales, pre-sales and support to deliver analytics solutions that meet our clients’ expectations.
- Be an active contributor to change management, and to a positive, collaborative, and high performing team environment across Numerix as a whole.
- Drive change management and lead, coach and mentor other team members.
Requirements
- At least 7 -10 years experience in financial derivatives, risk analytics and capital markets with strong understanding of quantitative finance and technology.
- Some experience with risk analytics including but not limited to Historical, Monte Carlo & Scenario VaR, XVA, PFE etc., as well as In-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market Reference Data.
- Strong demonstration, communication, and interpersonal skills are a must.
- Strong understanding of the Software Development Life-Cycle (SDLC) and best practices of the same (preferably Agile) and development tools like JIRA.
- Strong hands-on experience with python and/or other programming languages.
- Experience with cloud-based native services and SaaS offerings.
Benefits
- Equipment allowance
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
financial derivativesrisk analyticsquantitative financeMonte Carlo VaRScenario VaRXVAPFEpythonSoftware Development Life-CycleAgile
Soft Skills
communication skillsinterpersonal skillsteam collaborationchange managementmentoringcoachingtroubleshootingcustomer supportproblem-solvingleadership