Responsibilities:
- Handle the implementation of both analytic and pricing tools
- Development and implementation of high-quality algorithms for the valuation of financial products needed for the foreign exchange derivatives desks
- Working alongside Trading teams to ensure analytic meet their needs
- Work alongside Model Validation teams for approvals for models, pay-offs and analytic when necessary
- Ensure internal architecture of the model library and its surrounding infrastructure
- Support implementation of vendor systems from financial engineering perspective.
Experience:
- Strong C++ knowledge
- Strong mathematical background
- Strong product knowledge
- Extensive industry experience