The employer is reiterating that there have been no layoffs in the area of intended employment in the occupation involved in this application or in a related occupation within 6 months immediately preceding the filing of this application. Please see Field Ie26.br br This position requires a Masters degree in Computational Finance, Economics, Financial Engineering, or related field of study plus 3 years of experience in the job offered or as Associate, Analyst, or related occupation. Requires experience in the following Vanilla, Barrier, and Hybrid Options; Futures, Forwards, and Swaps; Variance and Volatility Swaps; Autocallable Structured Notes, ASRs, and QIS Quantitative Investible Strategies such as Risk Control, Trend Following, and Volatility Relative Value; Derivative pricing, including local volatility models and stochastic volatility models; Risk mitigating hedging for customized exotics products under different market environment through various financial derivatives; Risk portfolios; Material risk concentrations and potential vulnerabilities; Exotics payoff structure; Investable index rules and implementation procedures, and derivatives transaction confirmations; Ability to perform risk analysis and highlight typical risk themes to traders and senior management; Programming skills including Python and VBA; statistical machine learning techniques and time series analysis.
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