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Location:
Asia Pacific
Reports To:
Primary Responsibilities
The first-tier support analyst will be responsible for providing first level support for all Numerix advanced financial analytics software products to ensure complete customer satisfaction. The support analyst will apply proven communication, analytical and problem-solving skills to help identify, communicate and resolve customer issues. The Support analyst will work with Numerix financial engineers and development teams to ensure that 2nd and 3rd tier support issues are properly escalated and resolutions communicated to the customers. The support analyst will have extensive software troubleshooting skills, good Excel skills, some software programming and financial engineering knowledge.
Responsibilities:
- Respond to questions and issues raised by customers within agreed SLA.
- Guide customers, trading support personnel and systems administrators through the installation and integration of Numerix software on Windows and UNIX platforms.
- Assist customers with analyzing high-priority issues using remote access to connect to customer environments.
- Build various software environments using virtual environments. Recreate customer environments where necessary to reproduce and analyze issues prior to escalation to 2nd and 3rd tier support.
- Administer internal and external client hosted licensing servers; manage and control the release, distribution and revocation of software licenses for all Numerix products.
- Build relationships with and manage expectations of customers by proactive communication and regular calls where applicable to achieve high customer satisfaction.
- Administer customer issues using CRM software; follow up internally by liaising with financial engineers and the development teams; provide regular updates to customers on open issues.
- Attend knowledge sharing sessions from financial engineering and development and work with new products and features to make sure that the product knowledge is up-to-date.
- Continuously work with Numerix products, to provide feedback to development to improve the usability and functionality.
- Assist in the growth and management of our knowledge base for customer self-help.
- When required, travel to customers to troubleshoot and resolve issues.
- Work as a standby during the non-business hours to cover support for urgent production issues from customers.
- Providing regular updates to the Director of customer support.
Experience and Skills Required
- Strong communication skills and the ability to deal with high priority issues.
- Excellent writing and interpersonal skills. The ability to read Chinese and Japanese is a requirement.
- Bachelor's Degree in Computer Science or related field.
- 2-4 years of related experience supporting complicated software products in a financial environment.
- Familiarity with supporting a SQL Server based client/server software stack in a distributed grid environment.
- Knowledge of related technologies (UNIX, C++, .NET and Java); experience setting up a development environment and compiling software in an IDE. Shell scripting and any programming experience is a plus.
- Experience troubleshooting general operating system software related issues on UNIX and windows platforms.
- Experience using Microsoft Excel. Financial modeling with Excel is a plus.
- Ability to conduct extensive research into issues, systems and products as required.
- Understanding of the securities industry; working knowledge of fixed-income and other derivatives is a plus.
Location:
Chicago
Reports To:
SVP, Business Analysis Group
Primary Responsibilities
Capture trade details (from custodial notification, trade ticket or confirmation) in the generic Numerix Swap Template or other product-specific templates. This position can be either a permanent or consulting position.
Experience and Skills Required
- Must be able to speak to valuation methodology (necessary market data, model selection and calibration strategy, valuation sensitivities) for all derivative types
- Extensive knowledge of OTC derivatives (both vanilla and exotic), including valuation models and methodologies
- Exposure to all asset classes (Rates, Commodities, Credit, Equities and FX) is required; examples: inflation, variance swaps on CMS, equity basket swaps, exotic FX, cross currency deals, CDOs
- Familiarity with Misys Summit a plus, as the client has a long-term strategic vision of migrating their trade capture into Summit
- Familiarity with XML is required
- In-depth familiarity with product structures, curve building, pricing models, risk and market and reference data
- Strong understanding of derivative transaction life-cycle management from both a Front and Back Office perspective
- Broad working knowledge of Access, Excel (including automation skills), Relational DBs, SQL and VBA, as well as experience with OTC derivatives systems: Bloomberg, Calypso, MUREX, Summit or similar vendor application(s)
- Run sophisticated calculations to derive required information
- Create PivotTables and PivotChart views to work interactively with data - Ability to multi-task and effectively manage multiple deadlines and deliverables
- Strong attention to detail and willingness to take ownership of issues
- Excellent oral and written communication and interpersonal skills
Work Experience:
- 2 to 5 years experience in the financial services industry consisting, with some experience directly supporting trading desks at major investment banks or broker/dealers
Education Requirements:
- Undergraduate degree in Engineering, Finance, Mathematics or relevant business experience
- Advanced degree and/or professional certifications a plus
Please submit current C.V. to careers@numerix.com
Location:
Flexible
Reports To:
Primary Responsibilities
EQ/FX Quant is a senior position in the Quantitative Research group with the title of either “Director of Quantitative Research” or “Vice president of Quantitative Research,” depending on the qualifications and experience of the successful candidate.
Duties will include the supervision of analytical content of the EQ/FX modules of Numerix’s analytical products, and in this capacity will:
Experience and Skills Required
Candidates should possess a Master’s or higher degree in a quantitative discipline, with a minimum of 5 years experience in the quantitative modeling of financial instruments and at least 2 years of experience in the modeling of equity or foreign exchange derivatives, and strong programming skills. A successful candidate will have hands–on knowledge in several of the following areas:
- Calibration and efficient implementation of local and stochastic volatility extensions of the Black-Scholes model.
- Efficient calculation of Greeks using Monte Carlo.
- Accelerated simulations and semi–analytical techniques for options based on baskets of equities.
- Heuristic corrections to the BS pricing for barrier options.
- Hybrid modeling with stochastic interest rates.
The preferred locations for the position are the offices of Numerix in New York or London but other arrangements are possible. There will be a significant degree of flexibility in finding a mutually satisfactory agreement to accommodate temporary or permanent demands of family situation or lifestyle, involving non–standard hours and telecommuting from proximal or remote locations. Please submit current C.V. to careers@Numerix.com
Location:
London
Reports To:
Primary Responsibilities
- Responsible for the successful project management of implementations of Numerix solutions at our client’s sites
- Configure Numerix products including Excel spreadsheets and advanced distributed computing platform
- Provide on-site and remote support for Numerix integration modules
- Hands-on IT architecture, including feed design and batch integration
- Expected to grow accounts by discovering additional opportunities
Experience and Skills Required
- Knowledge of structured products and derivatives trading including risk management
- Asset classes include fixed income, credit, equities and foreign exchange
- Good project management skills
- Familiarity with one or more derivative trading systems (ie. Summit, Calypso, Wall Street, etc.)
- Market data fundamentals, ie. yield curves, volatilities, FX, etc. Sources include Bloomberg, Reuters, etc.
- Excel spreadsheet skills including VBA macros
- Modern programming languages, including C++, C# and Java
- Database technologies, including XML and SQL
- Capable to learn new technical skills quickly and absorb new financial product information quickly
- Exemplary communications skills a must. Must be able to work in global high-pressure environment. Must be a self-starter with the ability to work independently
- Some travel required
- Multiple European languages a plus
- University degree in mathematics, computer science or related discipline
Please submit current C.V. to careers@Numerix.com
Location:
London
Reports To:
Primary Responsibilities
- Provide onsite and phone support for clients using sophisticated pricing and risk management software.
- Ability to support code (C/C++) based Toolkit. (Does not have to be a programmer but needs to be able to read, understand, explain, and support C/C++ code.)
- Provide training to clients from time to time.
- Work in conjunction with Development and Quantitative developers to build and maintain quantitative QA test-bed for various derivative structures including: FI products and FI derivatives, Cross Currency structures and FX derivatives, Credit derivatives (CDS, CDO, options on credit derivatives).
- Provide support to sales team for demos.
- Provide onsite support to sales team at conferences from time to time.
Experience and Skills Required
- Advanced degree in either Financial Engineering, Engineering/Physics, or Applied Mathematics.
- 1-3 years experience working in middle-office, front office derivatives support, or risk management function.
- Prior experience building and or maintaining QA test bed for systems for commercial financial software.
- Strong knowledge of derivatives: FI (Interest Rate) derivatives, FX and CC derivatives, Credit Derivatives, Risk/Sensitivity Analysis.
- Strong knowledge of financial engineering: Models in the BS framework, Monte Carlo techniques, Numerical methods, Stochastic processes.
- Knowledge of risk management techniques: VaR analysis (Analytical, Historical, simulation based), Credit Exposure, etc.
- MS Office Suite, C/C++ (must be able to explain C/C++ syntax/header files), Unix, Databases, utility tools to automate QA processes.
Please submit current C.V. to careers@Numerix.com
Location:
London
Reports To:
Primary Responsibilities
Support clients in installation, integration and usage of Numerix advanced financial analytics software using the Numerix third party licensing application by Agilis Software and CRM application, salesforce.com. Work with financial engineers and development team to create support solutions in salesforce.com, the Numerix third party CRM application for the Numerix product line.
- Guide clients, trading support personnel and systems administrators in installation and integration of Numerix software on Windows and a broad range of platforms.
- Work through the support issues associated with all products and licensing
- Triage support requests to 2nd and 3rd tier support
- Work with the financial engineers and development teams in a day to day environment for the creation of support documentation that incorporates both the Numerix Analytics as well as the Portfolio GUIs
- Test the installation and profile creation of all licensing scenarios as they are effected by the old and new product licensing needs
- Provide support for clients using sophisticated pricing and risk management software.
- Perform First and Second Tier Support functions of installation, licensing and support call management of all products.
- Develop working knowledge of Numerix Excel interface products, Numerix 4.X (Application Engine) and Numerix 5.X (Library for Excel) and Portfolio to troubleshoot user issues with full range of Numerix products.
- Build Excel templates from user supplied term-sheets and deal descriptions.
Experience and Skills Required
- Undergraduate or advanced degree in information technology.
- Working knowledge of Windows and Unix operating systems and communication protocols.
- Databases: MS-Access, SQL Server
- Programming: Visual Basic, C++
- Networking/System Administration: Shell scripting, MS Exchange Server, DHCP, DNS
- Some work or education in: Financial Engineering, Engineering, Physics, Statistics or Applied Mathematics a plus especially:
- Understanding of financial mathematics: Models in the BS framework, Monte Carlo techniques, Numerical methods, Stochastic processes.
- Understanding of risk management techniques: VaR analysis (Analytical, Historical, simulation based) and Credit Exposure.
- Working knowledge of: FI products and FI derivatives, Cross Currency structures and FX derivatives, and Credit Derivatives.
- Experience with Bloomberg and Reuters information systems
- Experience with case creation and solution management within salesforce.com, CRM application
- Excellent writing and interpersonal skills
- Excellent Excel skills
Please submit current C.V. to careers@Numerix.com
Location:
New York
Reports To:
Primary Responsibilities
- Work with development teams to deliver risk management solutions to the financial industry
- Interact with various departments within our clients as well as the entire Numerix organization as a member of a project team
- Work with Clients and Financial Engineers to analyze product gaps and enhancement requests, draft technical specifications and assist Management in prioritizing developmental efforts
- Gather reporting requirements and liaise with Financial Engineering, Research and Development teams to ensure clear understanding of Client’s requirements
-
Leverage Excel, Access and / or scripting languages to prototype solution specifications which will be utilized by Financial Engineers, Quantitative Analysts and Developers in the following contexts:
- Import data from external databases (Access, SQL Server, etc…) and other file types (.txt or .htm) and run SQL queries to sort, filter and extract desired transaction data o Run sophisticated calculations to derive required information
- Create PivotTables and PivotChart views to work interactively with data
- Generate reports on data with flexibility to be viewed in multiple formats
- Use forms to add, change, delete and navigate data
Experience and Skills Required
- 7 to 10 years experience in the Financial Services industry consisting of at least 3 to 5 years directly supporting trading desks at major Investment Banks or Broker/Dealers
- Undergraduate degree in Engineering, Finance, Mathematics or relevant business experience. Advanced degree and / or professional certifications a plus
- Thorough understanding of and experience delivering risk analytics including Historical, Monte Carlo and Scenario VAR, Backtesting, P&L, Stress testing, CVA, PFE, and other methodologies
- Extensive knowledge of OTC Credit Derivatives (both Plain-Vanilla and Exotic) including valuation models and methodologies. Exposure to other Asset Classes (Commodities, Credit, Equities and Fx) a plus
- In-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market and Reference Data
- Strong understanding of Derivative transaction life-cycle management from both a Front and Back Office perspective
- Broad working knowledge of Access, Excel (inc. automation skills), Relational DBs, SQL and VBA as well as experience with OTC Derivatives systems: Bloomberg, Calypso, MUREX, Summit or similar vendor application(s)
- Ability to multi-task and effectively manage multiple deadlines and deliverables
- Strong attention to detail and willingness to take ownership of issues
- Excellent oral and written communication and interpersonal skills
Please submit current C.V. to careers@numerix.com
Location:
New York
Reports To:
Primary Responsibilities
- Conduct interviews with business stakeholders and end users to gather and document business requirements and use cases.
- Prepare business and functional requirements specifications.
- Prepare system and software design specifications.
- Analyze and fine-tune system performance profile.
- Perform fault mode effect analysis; identify system faults; and design and implement error handling strategy.
- Develop integration modules using Numerix CrossAsset SDK and third party system APIs.
- Implement Numerix Portfolio, including performing system setup, configuration and performance fine-tuning; setting up pricing policies, models and calibration; and implementing market data feeds, trade lifecycle synchronization with third party systems and downstream data feeds and reports.
- Implement trade migration from third party systems to the Numerix product suite.
- Provide end-user support and training on Numerix CrossAsset XL and Numerix Bloomberg Edition.
- Implement and provide valuation services across all asset classes using Numerix product suite.
Experience and Skills Required
- Master’s degree or foreign equivalent in Finance, Engineering, Computer Science, Mathematics or related field
- At least 3 years experience working with a trading desk at a major financial institution to include: 3 years of experience with rates (PRDC, Range Accrual, TARN or CPD) and credit (CDS, CDX, Index Tranche, Baskets or synthetic CDO)
- 3 years of hands-on system integration experience with one of the following systems: Summit, Calypso, Murex or other Trading and Risk Management Platform
- 3 years experience with data mining and analysis, including utilizing relational databases and stored procedures and managing large data sets using Microsoft Excel
- 3 years of experience using C/C++, Java and .NET
- 2 years experience with Bloomberg terminal
- Experience may be gained concurrently
Please submit current C.V. to careers@numerix.com
Location:
New York
Reports To:
Documentation Manager
Primary Responsibilities
- Creating, editing and maintaining product documentation and related materials.
- Producing original documents as assigned
- Developing and using standard templates to ensure consistent documentation across all products.
- Coordinating with Documentation Manager to ensure that business priorities are observed
- Communicating with development and product team members as required, ensuring high quality, accurate documentation
Experience and Skills Required
- Excellent oral and written communication skills with development teams required to ensure high quality and accurate documentation.
- Proven ability to work independently with minimal supervision.
- Effective writing skills for a developer or quantitative audience as well as for the business end user.
- Coordination skills for graphic displays and the production of the document as necessary.
- Exercising high levels of creativity and latitude.
- Familiarity with a variety of financial concepts, practices, procedures, and markets
- In-depth knowledge of software development cycles, numerical methods, financial or mathematical models and calibration, object-oriented programming, and financial market terminology for structured and vanila products
- Experience with user interface documentation (with and without Robohelp)
- Experience writing a variety of technical articles, reports, brochures, and/or manuals for documentation accessible to a wide range of users.
- Experience with building and supporting financial analytics software applications would be a plus.
- Strong MS Word, Excel, Adobe PDF, HTML, LaTeX, Doxygen, RoboHelp skills
- Scripting, XML, and VBA knowledge is a plus
Location:
New York
Reports To:
Documentation Manager
Primary Responsibilities
Reporting to the Documentation Manager in the Business Operations group, the Junior Technical Writer will be responsible for creating, editing and maintaining product documentation and related materials.
- Preparing timely and appropriate documentation updates throughout product release cycle
- Communicating with development team members as required, ensuring high quality, accurate documentation
- Coordinating with Documentation Manager to ensure that business priorities are observed
- Developing and using standard templates to document assigned products
Experience and Skills Required
- Excellent communication skills
- Ability to work on multiple deliverables with tight time constraints
- In-depth knowledge of translating complex technical content into client usable format
- Familiarity with a variety of word processing and desktop publishing tools and technologies (MS Word, Excel, PowerPoint, Acrobat, PDF, HTML, Application Help Tools)
- Minumum 2-3 years experience with RoboHelp
- Minimum 2-3 years industry experience as a technical writer
- Minimum 2 years experience with User Manual development
- Experience working in a software or technology company is an asset
- Experience in financial services preferred
- University or college degree emphasizing critical thinking and communication
Please submit current C.V. to careers@numerix.com
Location:
New York
Reports To:
Primary Responsibilities
This consultant position will be responsible for guiding the development of software for liquid financial instruments — cash, exchange-traded derivatives (futures and options on futures) and OTC derivatives.
- Gather specifications from documents, Numerix employees and customers, and third-party sources to model these instruments
- Create technical specifications documentation describing the instruments’ cash flows, price-yield conventions and risk measures
- Create benchmarking examples to ensure that the programming meets the standards of active traders in these instruments
Experience and Skills Required
- 5+ years experience in the Financial Services industry consisting of at least 2 years directly supporting trading desks at broker/dealers, hedge funds, or asset managers
- Undergraduate degree in Engineering, Finance, Mathematics or relevant business experience
Additional Valuable Expertise
- Product knowledge in the following areas:
- Bonds
* fixed and floating
* with and without embedded options
* with and without default risk
- Repurchase agreements, securities lending and other forms of financing
- Futures (and their options) in fixed income, equities, FX or commodities
- OTC swaps and their derivatives in fixed income, credit, equities, FX or commodities
- Inflation-linked bonds and swaps
- Overnight index swaps
- Floating — floating basis swaps - Theoretical knowledge in volatility trading
- Product knowledge outside of USD markets
- Experience working with software libraries for pricing
- Experience with Bloomberg and/or Reuters
- Advanced degree and/or professional certifications
General Skills
- Ability to multi-task and effectively manage multiple deadlines and deliverables
- Strong attention to detail and willingness to take ownership of issues
- Excellent oral and written communication and interpersonal skills
Location:
New York
Reports To:
Primary Responsibilities
The Excel Developer — Financial Analytics will be responsible for creating user interfaces for Numerix CrossAsset XL. The software includes functions that allow users to build derivative models, structure complex trade types and evaluate the Mark-to-Market and risk associated with those trades. Job duties will include:
- Speaking to clients and prospects to gather user requirements
- Building new Excel features and supporting/enhancing existing features for complex financial modeling and risk management
- Developing Excel tools for structuring over-the-counter derivatives, running Mark-to-Market and risk reports
- Developing aggregation algorithms and tools for consolidating risk across multiple trades
- Working with the support group to address any issues identified by clients or internal users of the product
- Working with Sales and Marketing on product feature development and prioritization, project feasibility analyses, etc.
- Demonstrating Numerix CrossAsset XL to clients and prospects, and providing product training to them from time to time
Experience and Skills Required
- Excellent, hands-on Excel/VBA
- Ability to build Excel applications with high-quality user interfaces, including graphs, tables and PivotTables
- Knowledge of derivative models and instruments across different asset classes (Rates, FX, Credit, Equity, Commodities, etc) and their payoffs
- Solid understanding of various derivative market conventions in different asset classes
- Experience with using or developing a pricing/analytics library is a major plus
- Excellent communication skills in order to work with clients and internal groups for product development and support
Education
- University degree in Computer Science/Engineering or equivalent programming experience
- Masters in Financial Engineering or equivalent business experience in derivatives
Tools/Languages
- Microsoft Excel 2003, 2007
- Excel VBA, Visual Basic 7.0, VB.Net
- Microsoft .NET C#, VSTO a plus
- Strong Microsoft Office skills
- Knowledge of Reuters and/or Bloomberg market data APIs
- Familiarity with another pricing/analytics library a major plus
- Familiarity with C++/C#/Java a plus
Work Experience
- Minimum three (3) years industry experience in the financial industry including in Excel Development, ideally in a financial or analytics environment
- Experience developing user interfaces in Excel/VBA and preferably Excel/VSTO
- Experience developing derivative pricing and trading tools, Business Analysis experience highly desirable
- Experience working with pricing/analytics, specifically for Mark to Market calculations or Risk analytics is highly desirable
Please submit current C.V. to careers@numerix.com
Location:
New York
Reports To:
Human Resources Manager
Primary Responsibilities
The Human Resources Assistant will work with the SVP of Human Resources and HR Manager on the day-to-day Human Resources operations as well as assist with the strategic leadership of the office as it relates to Human Resources activities. This position requires a candidate that is mature, smart, diligent, energetic and extremely flexible. Great follow up skills as well as attention to detail are key for this position. The HR Assistant will be assisting senior management as well as the team, so openness to day-to-day administrative tasks, as well as tact and diplomacy to communicate at all levels of the organization is required.
- Support all aspects related to the Employee Life Cycle on a global scale
- Maintain employment authorization and immigration folders to ensure full compliance
- Support HR/employee communication efforts through portals (ADP Self Service, ADP I-Pay and Share Portal,) upload forms, post new announcements, set up access for new employees
- Resolve inquires related to HR policies and procedures, benefits, payroll, address changes, employment verifications, ADP Self Service, Share portal sites, etc.
- ADP Self Service/I-Pay statement maintenance (username and password inquiries)
- Schedule meetings, organizing equipment and books conference rooms as requested
- Update and maintain talent spreadsheet information, companywide contact sheet (active and terminated employees), birthday records
- Assist in employee safety, welfare, wellness and health reporting initiatives
- Generate welcome packages for all global locations, handle mail out, order supplies, prepare correspondence, create files/labels on all new personnel and other clerical functions, such as photocopying, faxing documents and filing documents in appropriate employee files
- Generate and updating Excel reports as required
- Ensure compliance with industry standards, requirements and record keeping globally
- Assist with ad-hoc HR functions/seasonal audit/research and data gathering for HR projects as assigned
Experience and Skills Required
- Time management, organizational, multitasking abilities
- Self motivation and ability to work independently, but also good at collaboration, taking direction and working with others
- Flexibility and responsiveness in an ever-changing, fast-paced environment with conflicting priorities
- Strong, polished presentation and interpersonal skills
- Detail orientation and proficiency in accurate data entry
- Excellent written, verbal, handwriting and computer communication skills
- Exercise good judgment and demonstrated commitment to maintaining a high level of confidentiality and the promotion of interpersonal relationships based on trust and respect
- Basic knowledge of HR policies/procedures, governmental regulations affecting employment, best practices, etc.
- 2-3 years of Human Resources experience in software or financial services firm strongly desired
- BA/BS or advanced degree in Human Resources/related field, or other relevant equivalent experience will be an asset
- Strong computer skills, including proficiency in using MS Office Suite: Word, Excel, PowerPoint, Outlook, Internet applications, with the ability to learn new programs as needed
- Interest in pursuing further education/certification in the Human Resources field
**NO TELEPHONE CALLS PLEASE**
Please submit current C.V. and salary expectations to resumehr@numerix.com
Location:
New York
Reports To:
Vice President, Enterprise Systems Development
Primary Responsibilities
- Develops financial and analytics functionality in software applications in accordance with customer and internal requirements
- Writes business and technical specifications
- Performs software design, coding and unit testing
- Works independently with supervision
- Communicates with other team members as required
- Provides third-tier customer support as required
Experience and Skills Required
- Strong knowledge of C# and object-oriented design and development
- Solid mathematical background (Probability, Statistics, Random Processes)
- Knowledge of all phases of the software development life cycle
- Excellent communication skills
- Interest in the financial markets and related technology
- Knowledge of derivatives modeling and pricing concepts is an asset
Work Experience
- Minimum three (3) years industry experience as a Software Developer, ideally in a financial or analytics environment
- Experience developing multithreaded, distributed, n-tier applications using Microsoft .NET and Visual Studio 2005/2008
- Experience developing derivatives pricing or risk management applications for one or more asset classes (IR, FX, CR , EQ) is an asset
Education Requirements
University degree in Computer Science/Engineering, Applied Mathematics, Mathematical Finance or equivalent. Masters degree preferred.
Location:
New York
Reports To:
Primary Responsibilities
Responsible for maintaining data and data integrity across a variety of daily and intraday sources related to the capital markets. The candidate should be a high performance, hands-on data specialist and manager with excellent technical and managerial skills, knowledge of market data and market vendors. This role entails working closely with quantitative researchers, financial engineers and IT operations.This job also entails supporting one-time requests and on-going market data requirements.
- Manage market data sources
- Centralize data sources across the research areas
Job Description
- Market data expert for the firm
- Manage and fulfill all requests for data
- Acquire historical data from external vendors as needed
- Design effective solutions for managing, storing and retrieving historical data
- Responsible for data normalization and cleanup
- Write scripts which cleanup, normalize, manage and extract market data
- Assist development in design of applications that consume market data
- Manage projects and deliver on time with periodic status reports to management
- Work collaboratively with IT and commercial teams to achieve firm goals
- Provide support off-hours and remotely when needed
- Comfortable working in a demanding, high-pressure environment
- Effective at communicating with commercial and technology staff
Experience and Skills Required
- 7-10 years of financial markets experience – buy or sell side.
- Strong knowledge of market data in as many of the ff asset types as possible – Rates, Credit, Commodities, FX, Rates. Knowledge should cover sources and APIs, RICs, market data conventions, time series data and relevant static/reference data.
- Strong familiarity with as many of the following platforms and APIs as possible: Bloomberg, Reuters, Markit, CMA, CBOT/CME.
- Must be hands-on with data gathering, analysis & validation, cleansing and augmentation techniques and must have worked extensively with market data aggregation and warehousing platforms – Timescape experience a major plus – and be technically hands-on in support technologies like SQL and scripting languages (Perl, Shell etc).
- Knowledge of data formats like FpML, FIX, FIXML are a distinct advantage.
- Working knowledge of Market Data Warehouse products such as Asset Control, Golden Source, Timescape or similar is a plus.
Education
- Bachelors degree in Computer Science, Engineering or a related field is preferred
- Finance degree is a plus
- This is NOT a data vendor relationship management, platform connectivity support or DBA role.
Location:
New York
Reports To:
SVP of Financial Engineering
Primary Responsibilities
Numerix has immediate openings (both consulting and full-time) for qualified candidates to perform model validation, structuring/pricing of trades and enhancements to existing products.
Major Responsibilities:
- Work on highly customized projects for clients on a professional service basis, including helping to set up the customer's pricing system using Numerix solutions from financial engineering perspective, and perform derivative pricing as part of the valuation service offered by Numerix.
- Model validation, including testing the model at its fundamental level and pricing real-world trades to ensure that the model produces the correct price.
- Decomposing complex deals into components and structuring/pricing the trade using Numerix's state-of-the-art derivatives model library and pricing architecture.
- Create and maintain Excel templates based on the Numerix Application Engine as Excel add-in.
- Design and perform QA testing on Numerix products.
- Deliver pre-sales technical presentations and post-sales financial engineering support and training to current and prospective clients.
Experience and Skills Required
- Good communication skills.
- Familiarity with pricing libraries.
- Relevant degree, such as MS in Financial Engineering, MS in Mathematical Finance. Ph.D. in Math, Physics or other science/engineering fields is preferred.
- 2 years experience with Excel and VBA, C/C++/C# programming languages.
- Demonstrated knowledge of: derivative pricing models for both vanilla and exotic derivatives across FI/CC/INF/CR/EQ/FX; risk management techniques including parametric, historical, and Monte Carlo VaR, credit exposure, etc.; financial mathematics skills, including stochastic calculus, numerical methods for PDE, numerical linear algebra, real analysis and probability, Monte Carlo method, and time series analysis; and financial modeling, financial mathematics, or quantitative/engineering-related research.
- For interest-rates financial engineers, at least 3 years of derivative pricing experience for some of the exotic single-currency rate and cross-currency products, such as Bermudan callable CMS spread range accrual, target redemption note, PRDC, etc. Knowledge of advanced term structure models is a must, including HW, HW2F, LMM, etc.
- For credit financial engineers, at least 2 years experience with pricing some exotic single-name products, standard Index, standard and bespoke CDO tranches, N2D, etc. Knowledge of reduced-form credit models and Copula models are a must.
Please submit current resume to careers@Numerix.com.
Location:
New York
Reports To:
Senior VP Numerix FI/FX
Primary Responsibilities
- Code design and development of Numerix, Numerix Tools for Foreign Exchange
- Develop/Maintain production quality platform independent code (C++ under Visual C++ environment) of the Foreign Exchange Module of the Numerix Application Engine. Work in conjunction with other developers to build commercial quality software to price and risk-manage various foreign exchange derivative structures.
- Write technical specifications that can be used as a foundation for a user manual for the above mentioned software.
- Provide customer support on a third tier level as required
Experience and Skills Required
- 3-5 years experience with Foreign Exchange products, interest rate modeling, financial mathematics, language and design patterns
- 3-5 years experience in C++ development tools and software design including algorithms and numerical methods
- Thorough understanding of the user-exposed side of software products
- Detail oriented and the ability to multi-task
- Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner
- Excellent communication, organizational and people skills
- Bi-lingual (Russian and English) a plus
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics
- Good knowledge of Excel.
- Prior experience building production quality software for either internal or commercial use.
- Good knowledge of Foreign Exchange and Cross Currency derivatives.
- Good financial mathematics background.
- Platforms/Operating Systems: .NET/DNA (Windows 2000/XP/NT), MS Office, (J2EE a plus)
- Web Development: IIS (ASP/ASP.NET), DHTML, XMLHTTP
- Languages: C#, C/C++, HTML/CSS/XML/XSL, (Java, JavaScript, VBScript a plus)
- Databases: MS SQL Server, (Oracle a plus)
- BS degree in Mathematics
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics preferred.
Please submit current C.V. to careers@Numerix.com
Location:
New York
Reports To:
Senior VP Numerix
Primary Responsibilities
- Code design and development of Numerix, Numerix Tools for Equity.
- Develop/Maintain production quality platform independent code (C++ under Visual C++ environment) of the Equity Module in the Numerix 6. Work in conjunction with other developers to build commercial quality software to price and risk-manage various Equity derivative structures.
- Write technical specifications that can be used as a foundation for a user manual for the above mentioned software.
- Provide customer support on a third tier level as required.
Experience and Skills Required
- 3-5 years experience with Equity products, interest rate modeling, financial mathematics, language and design patterns.
- 3-5 years experience in C++ development tools and software design including algorithms and numerical methods.
- Thorough understanding of the user-exposed side of software products.
- Detail oriented and the ability to multi-task.
- Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
- Excellent communication, organizational and people skills.
- Bi-lingual (Russian and English) a plus.
- Good knowledge of Excel.
- Prior experience building production quality software for either internal or commercial use.
- Good knowledge of Equity derivatives.
- Platforms/Operating Systems: .NET/DNA (Windows 2000/XP/NT), MS Office, (J2EE a plus)
- Web Development: IIS (ASP/ASP.NET), DHTML, XMLHTTP
- Languages: C#, C/C++, HTML/CSS/XML/XSL, (Java, JavaScript, VBScript a plus)
- Databases: MS SQL Server, (Oracle a plus)
Education requirements:
- BS degree in Mathematics
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics preferred.
Please submit current C.V. to careers@Numerix.com
Location:
New York
Reports To:
Primary Responsibilities
Support clients in installation, integration and usage of Numerix advanced financial analytics software using the Numerix third party licensing application by Agilis Software and CRM application, salesforce.com. Work with financial engineers and development team to create support solutions in salesforce.com, the Numerix third party CRM application for the Numerix product line.
- Guide clients, trading support personnel and systems administrators in installation and integration of Numerix software on Windows and a broad range of platforms.
- Work through the support issues associated with all products and licensing
- Triage support requests to 2nd and 3rd tier support
- Work with the financial engineers and development teams in a day to day environment for the creation of support documentation that incorporates both the Numerix Analytics as well as the Portfolio GUIs
- Test the installation and profile creation of all licensing scenarios as they are effected by the old and new product licensing needs
- Provide support for clients using sophisticated pricing and risk management software.
- Perform First and Second Tier Support functions of installation, licensing and support call management of all products.
- Develop working knowledge of Numerix Excel interface products, Numerix 4.X (Application Engine) and Numerix 5.X (Library for Excel) and Portfolio to troubleshoot user issues with full range of Numerix products.
- Build Excel templates from user supplied term-sheets and deal descriptions.
Experience and Skills Required
- Undergraduate or advanced degree in information technology.
- Working knowledge of Windows and Unix operating systems and communication protocols.
- Databases: MS-Access, SQL Server
- Programming: Visual Basic, C++
- Networking/System Administration: Shell scripting, MS Exchange Server, DHCP, DNS
- Some work or education in: Financial Engineering, Engineering, Physics, Statistics or Applied Mathematics a plus especially:
- Understanding of financial mathematics: Models in the BS framework, Monte Carlo techniques, Numerical methods, Stochastic processes.
- Understanding of risk management techniques: VaR analysis (Analytical, Historical, simulation based) and Credit Exposure.
- Working knowledge of: FI products and FI derivatives, Cross Currency structures and FX derivatives, and Credit Derivatives.
- Experience with Bloomberg and Reuters information systems
- Experience with case creation and solution management within salesforce.com, CRM application
- Excellent writing and interpersonal skills
- Excellent Excel skills
Please submit current C.V. to careers@Numerix.com
Location:
New York
Reports To:
Primary Responsibilities
Support clients in installation, integration and usage of Numerix advanced financial analytics software using the Numerix third party licensing application by Agilis Software and CRM application, salesforce.com. Work with financial engineers and development team to create support solutions in salesforce.com, the Numerix third party CRM application for the Numerix product line. MUST speak and write Japanese and English. Mandarin helpful.
- Guide clients, trading support personnel and systems administrators in installation and integration of Numerix software on Windows and a broad range of platforms.
- Work through the support issues associated with all products and licensing
- Triage support requests to 2nd and 3rd tier support
- Work with the financial engineers and development teams in a day to day environment for the creation of support documentation that incorporates both the Numerix Analytics as well as the Portfolio GUIs
- Test the installation and profile creation of all licensing scenarios as they are effected by the old and new product licensing needs
- Provide support for clients using sophisticated pricing and risk management software.
- Perform First and Second Tier Support functions of installation, licensing and support call management of all products.
- Develop working knowledge of Numerix Excel interface products, Numerix 4.X (Application Engine) and Numerix 5.X (Library for Excel) and Portfolio to troubleshoot user issues with full range of Numerix products.
- Build Excel templates from user supplied term-sheets and deal descriptions.
Experience and Skills Required
- Undergraduate or advanced degree in information technology.
- Working knowledge of Windows and Unix operating systems and communication protocols.
- Databases: MS-Access, SQL Server
- Programming: Visual Basic, C++
- Networking/System Administration: Shell scripting, MS Exchange Server, DHCP, DNS
- Some work or education in: Financial Engineering, Engineering, Physics, Statistics or Applied Mathematics a plus especially:
- Understanding of financial mathematics: Models in the BS framework, Monte Carlo techniques, Numerical methods, Stochastic processes.
- Understanding of risk management techniques: VaR analysis (Analytical, Historical, simulation based) and Credit Exposure.
- Working knowledge of: FI products and FI derivatives, Cross Currency structures and FX derivatives, and Credit Derivatives.
- Experience with Bloomberg and Reuters information systems
- Experience with case creation and solution management within salesforce.com, CRM application
- Excellent writing and interpersonal skills
- Excellent Excel skills
Please submit current C.V. to careers@Numerix.com
Location:
New York
Reports To:
Primary Responsibilities
Support clients in installation, integration and usage of Numerix advanced financial analytics software using the Numerix third party licensing application by Agilis Software and CRM application, salesforce.com. Work with financial engineers and development team to create support solutions in salesforce.com, the Numerix third party CRM application for the Numerix product line. MUST speak and write English and one European language other than English.
- Guide clients, trading support personnel and systems administrators in installation and integration of Numerix software on Windows and a broad range of platforms.
- Work through the support issues associated with all products and licensing
- Triage support requests to 2nd and 3rd tier support
- Work with the financial engineers and development teams in a day to day environment for the creation of support documentation that incorporates both the Numerix Analytics as well as the Portfolio GUIs
- Test the installation and profile creation of all licensing scenarios as they are effected by the old and new product licensing needs
- Provide support for clients using sophisticated pricing and risk management software.
- Perform First and Second Tier Support functions of installation, licensing and support call management of all products.
- Develop working knowledge of Numerix Excel interface products, Numerix 4.X (Application Engine) and Numerix 5.X (Library for Excel) and Portfolio to troubleshoot user issues with full range of Numerix products.
- Build Excel templates from user supplied term-sheets and deal descriptions.
Experience and Skills Required
- Undergraduate or advanced degree in information technology.
- Working knowledge of Windows and Unix operating systems and communication protocols.
- Databases: MS-Access, SQL Server
- Programming: Visual Basic, C++
- Networking/System Administration: Shell scripting, MS Exchange Server, DHCP, DNS
- Some work or education in: Financial Engineering, Engineering, Physics, Statistics or Applied Mathematics a plus especially:
- Understanding of financial mathematics: Models in the BS framework, Monte Carlo techniques, Numerical methods, Stochastic processes.
- Understanding of risk management techniques: VaR analysis (Analytical, Historical, simulation based) and Credit Exposure.
- Working knowledge of: FI products and FI derivatives, Cross Currency structures and FX derivatives, and Credit Derivatives.
- Experience with Bloomberg and Reuters information systems
- Experience with case creation and solution management within salesforce.com, CRM application
- Excellent writing and interpersonal skills
- Excellent Excel skills
Please submit current C.V. to careers@Numerix.com
Location:
New York
Reports To:
Primary Responsibilities
- Write Requirements Definition (RD) and Product Specifications for vanilla and exotic Derivative products across FI/CC/INF/CR/EQ/FX.
- Work in conjunction with Sponsor Customer to specify new functionality.
- Work as liaison between Customers and Internal Numerix teams (Sales, Quantitative Research, Quantitative Development, and Integration Development).
- Design and perform FE testing on models (calibration and pricing) across FI/CC/INF/CR/EQ/FX on Numerix Library (Excel/VBA), Numerix Toolkit (C/C++), and Numerix Portfolio (C#), and testing on model Greeks using Monte Carlo, etc.
- Design and perform QA testing on Numerix products, including NxPro and Numerix Portfolio.
- Identify new business opportunities in the derivatives analytics space.
- Create/Maintain Excel templates based on Numerix Application Engine as Excel Add-in.
- Provide consulting and professional services for clients using Numerix products for integrated/independent pricing and risk analytics system.
Experience and Skills Required
- Masters degree (or foreign equivalent) in Mathematics, Finance, Financial Engineering, Computer Science, or related field.
- 2 years of experience with Excel and VBA, C/C++/C# programming languages.
- Demonstrated knowledge of the following: derivative pricing models for both vanilla and exotic derivatives across FI/CC/INF/CR/EQ/FX; risk management techniques including parametric, historical, and Monte Carlo VaR, credit exposure, etc.; financial mathematics skills, including stochastic calculus, numerical methods for PDE, numerical linear algebra, real analysis and probability, Monte Carlo method, and time series analysis; and financial modeling, financial mathematics, or quantitative/engineering related research.
- Experience may be gained before, during, or after degree. Experience may be gained concurrently.
Please submit current C.V. to careers@Numerix.com
Location:
New York — Duration: Three Months
Reports To:
Primary Responsibilities
Numerix is seeking an Intern as a Developer who can build templates for excel interfaces using VB–like scripting for various credit and bond derivative models and instruments. This position is an Intern position, which maybe converted to a part time or full position at its end. Stipend is available. This Internship can be at the New York Development Office, where the Intern will have an opportunity to work with World Standard leaders in the Analytics Industry.
- He/she should be able to QA product on a production quality platform.
- Create/Maintain Excel templates based on Numerix Application Library
as Excel Add–in. - Experience or Knowledge in Credit Financial Derivatives a plus.
- Proficient technical writer with VB or VBA skills.
Experience and Skills Required
- Applicant should be a PhD candidate or a Masters Candidate in Mathematical Finance, Operations Research, or Financial Engineering. If Masters Candidate is applying he/she should have a minimum of 2 years experience in Hedge Funds or Risk Analytics. If in a PhD program they should be in their second year or have completed an internship in a Quantitative — Derivatives Product area.
- Excellent knowledge of Excel.
- Prior experience in building production quality interfaces for either internal or commercial use.
- Good knowledge of Credit and Fixed Income derivatives.
- Good financial mathematics background.
Please submit current C.V. to careers@Numerix.com
Location:
San Francisco
Reports To:
Senior VP Numerix FI/FX
Primary Responsibilities
- Code design and development of Numerix, Numerix Tools for Foreign Exchange.
- Develop/Maintain production quality platform independent code (C++ under Visual C++ environment) of the Foreign Exchange Module of the Numerix Application Engine. Work in conjunction with other developers to build commercial quality software to price and risk-manage various foreign exchange derivative structures.
- Write technical specifications that can be used as a foundation for a user manual for the above mentioned software.
- Provide customer support on a third tier level as required
Experience and Skills Required
- 3-5 years experience with Foreign Exchange products, interest rate modeling, financial mathematics, language and design patterns.
- 3-5 years experience in C++ development tools and software design including algorithms and numerical methods.
- Thorough understanding of the user-exposed side of software products.
- Detail oriented and the ability to multi-task.
- Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
- Excellent communication, organizational and people skills.
- Bi-lingual (Russian and English) a plus.
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics.
- Good knowledge of Excel.
- Prior experience building production quality software for either internal or commercial use.
- Good knowledge of Foreign Exchange and Cross Currency derivatives.
- Good financial mathematics background.
Following technical qualifications are required:
- Platforms/Operating Systems: .NET/DNA (Windows 2000/XP/NT), MS Office, (J2EE a plus)
- Web Development: IIS (ASP/ASP.NET), DHTML, XMLHTTP
- Languages: C#, C/C++, HTML/CSS/XML/XSL, (Java, JavaScript, VBScript a plus)
- Databases: MS SQL Server, (Oracle a plus)
Education requirements:
- BS degree in Mathematics
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics preferred.
Please submit current C.V. to careers@Numerix.com
Location:
San Francisco
Reports To:
Senior VP Numerix
Primary Responsibilities
- Code design and development of Numerix, Numerix Tools for Equity.
- Develop/Maintain production quality platform independent code (C++ under Visual C++ environment) of the Equity Module in the Numerix 6. Work in conjunction with other developers to build commercial quality software to price and risk-manage various Equity derivative structures.
- Write technical specifications that can be used as a foundation for a user manual for the above mentioned software.
- Provide customer support on a third tier level as required.
Experience and Skills Required
- 3-5 years experience with Equity products, interest rate modeling, financial mathematics, language and design patterns.
- 3-5 years experience in C++ development tools and software design including algorithms and numerical methods.
- Thorough understanding of the user-exposed side of software products.
- Detail oriented and the ability to multi-task.
- Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
- Excellent communication, organizational and people skills.
- Bi-lingual (Russian and English) a plus.
- Good knowledge of Excel.
- Prior experience building production quality software for either internal or commercial use.
- Good knowledge of Equity derivatives.
- Platforms/Operating Systems: .NET/DNA (Windows 2000/XP/NT), MS Office, (J2EE a plus)
- Web Development: IIS (ASP/ASP.NET), DHTML, XMLHTTP
- Languages: C#, C/C++, HTML/CSS/XML/XSL, (Java, JavaScript, VBScript a plus)
- Databases: MS SQL Server, (Oracle a plus)
- BS degree in Mathematics
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics preferred.
Please submit current C.V. to careers@Numerix.com
Location:
Tokyo
Reports To:
Primary Responsibilities
Support clients in installation, integration and usage of Numerix advanced financial analytics software using the Numerix third party licensing application by Agilis Software and CRM application, salesforce.com. Work with financial engineers and development team to create support solutions in salesforce.com, the Numerix third party CRM application for the Numerix product line.
- Guide clients, trading support personnel and systems administrators in installation and integration of Numerix software on Windows and a broad range of platforms.
- Work through the support issues associated with all products and licensing
- Triage support requests to 2nd and 3rd tier support
- Work with the financial engineers and development teams in a day to day environment for the creation of support documentation that incorporates both the Numerix Analytics as well as the Portfolio GUIs
- Test the installation and profile creation of all licensing scenarios as they are effected by the old and new product licensing needs
- Provide support for clients using sophisticated pricing and risk management software.
- Perform First and Second Tier Support functions of installation, licensing and support call management of all products.
- Develop working knowledge of Numerix Excel interface products, Numerix 4.X (Application Engine) and Numerix 5.X (Library for Excel) and Portfolio to troubleshoot user issues with full range of Numerix products.
- Build Excel templates from user supplied term-sheets and deal descriptions.
Experience and Skills Required
- Undergraduate or advanced degree in information technology.
- Working knowledge of Windows and Unix operating systems and communication protocols.
- Databases: MS-Access, SQL Server
- Programming: Visual Basic, C++
- Networking/System Administration: Shell scripting, MS Exchange Server, DHCP, DNS
- Some work or education in: Financial Engineering, Engineering, Physics, Statistics or Applied Mathematics a plus especially:
- Understanding of financial mathematics: Models in the BS framework, Monte Carlo techniques, Numerical methods, Stochastic processes.
- Understanding of risk management techniques: VaR analysis (Analytical, Historical, simulation based) and Credit Exposure.
- Working knowledge of: FI products and FI derivatives, Cross Currency structures and FX derivatives, and Credit Derivatives.
- Experience with Bloomberg and Reuters information systems
- Experience with case creation and solution management within salesforce.com, CRM application
- Excellent writing and interpersonal skills
- Excellent Excel skills
Please submit current C.V. to careers@Numerix.com
Location:
Toronto
Reports To:
Vice President, Product Management
Primary Responsibilities
- Gathering business requirements from clients directly or through a sales channel
- Writes formal business and functional specifications primarily for consumption by developers
- Contribute to the strategic development and product management of the Portfolio product
- Works independently with supervision
- Communicates with other team members as required
Experience and Skills Required
- Good knowledge of at least one derivative trading system
- Good knowledge and interest in the financial markets and related technology
- Good knowledge of derivatives modeling and pricing concepts
- Excellent presentation and demonstration skills
- Knowledge of scripting languages and/or C# is an asset
Work Experience:
- Minimum five (5) years industry experience as a Business Analyst, ideally in a financial or analytics environment
- Experience as a Software Developer in the investment banking/software vendor space is also desirable
Education Requirements:
University degree in Physics, Computer Science, Engineering or Finance/Economics. Masters degree preferred.
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