Requires five 5 years of experience with Financial services industry with Listed Derivatives; operational and risk management practices within an FCM.br br Requires four 4 years of experience with providing guidance to internal stakeholders on policy and regulatory requirements.br br Requires two 2 years of experience with electric power, natural Read more…
Requires three 3 years of experience with Python; Excel VBA; data base query language; market risk management including Basel 2.5 and Basel 3 regulations; and delivering presentations to senior management and regulators.br br Requires two 2 years of experience with trading products across various asset classes including equity, rates, FX, Read more…
Prior experience must include any amount of experience with each of the following performing Exotic Derivatives programming using C, AML Tuning in Python, Market Risk Research, Fixed Income Analysis and Model Validation for CCAR; building mortgage rate forecasting models in SAS; building credit risk models and automating the models in Read more…
Requires a Ph.D. or foreign equivalent in Statistics, Mathematics, Physics, Computer Science, Engineering, or a related quantitative field. In lieu of a Ph.D. or foreign equivalent in stated field, will accept a Bachelors degree or foreign equivalent in stated field plus 5 years of quantitative research experience, or a Masters Read more…
Bachelors in mathematics, statistics, economics, engineering, finance, technology or related field plus 3 years of experience in similar dutiestechnical capabilities.
Requires two 2 years of experience with Python; Exotic Derivatives; Risk Management of Equity Derivative Products; Greek Hedging; Delta One Trading; Pricing Models for Volatility Products; Microsoft Office Applications including Excel and PowerPoint; R; JavaScript; Stochastic Processes; and Option Pricing.br br Requires Certification with Series 63; Series 3; Series 57; Read more…
Special Requirements Work experience with seasoned statistical modeling and data expertise and related data tools, especially applied to agricultural and Energy markets; knowledge of global ethanol business dynamics, flows, legislation, and related commodity markets, with emphasis on Brazil and US markets; commodity experience, direct focus on Energy, refined products, ethanol, Read more…
Requires two 2 years of experience with equity capital markets; analysis of block trades and concentrated derivative trades; derivatives pricing, greeks, slides, and risks arising from cash equities and equity derivatives including exotics; PL analysis and attribution; data extraction and manipulation using SQL; SQL queries; creating automated tools in Microsoft Read more…
Reqd BS computer science, computer engineering or related. Knowledge Big Data Analytics; Software Engineering; Internet Architecture Protocols; Computer Architecture; Ultralow Power Bioelectronics; Java, HighSpeed Networks, HTML, CSS, JavaScript, CSV, Tab delimited, JSON,TXT, JDBC MF, 95.
Requires one 1 year of experience with Scala, C, Python, Bash, and Matlab; KDB; MS Excel; Latex; Calculus, Stochastic Calculus, Linear Algebra, Probability Theory, and Statistics; Computer Algorithm; Agency prepayment modeling; Mortgage Backed Securities MBS; Derivatives pricing; Bond analytics; Yield curve calibration; CCAR test.