Analytics and Support Engineer Consultant

Duties: Work schedule: Hybrid, 2-3 days/week in office in Midtown NYC

Detailed job description:

Hands-on developer experienced in quantitative finance, especially in Fixed Income products.

Proficient in market risk measures such as VaR and stress testing scenarios across traded products.

Experience with sensitivities calculation and position valuation for fixed income products.

Programming skills in Python, SQL, and SSIS is required.

Experience with batch processing, and incident root cause analysis is necessary.

Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.

Overall years of experience looking for below specific tasks:

• Hands-on developer experienced in quantitative finance, especially in Fixed Income products.

5 years

• Proficient in market risk measures such as VaR and stress testing scenarios across traded products.

5 years

• Experience with sensitivities calculation and position valuation for fixed income products.

5 years

• Programming skills in Python, SQL, and SSIS is required.

7 years

• Experience with batch processing, and incident root cause analysis is necessary.

2 years

• Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.

1 year

Required Skills:

FINANCE

FIXED INCOME

SQL

PYTHON

ROOT CAUSE ANALYSIS

Additional Skills:

STRESS TESTING

BATCH PROCESSING