Hi All,

Please share some good profiles for the below mentioned requirement
from our Client.

PLEASE SEND ME THE RESUME ASAP AT  [email protected]

Location: NYC,NY
Duration: 6-12 Months
Rate: Market
Must have Skills:

• Experience with building systems to support pricing and risk fixed income
derivatives with EM nuances.
• Commercial experience of VB/VBA and use of Excel, preferably in a front
office environment.  Experience with C# is an advantage.
• Design of complex modular software products.
• Excellent communications skills - Ability to work with quants, traders and
sales people
• Theory for pricing and risking derivatives
• Keen, hardworking candidates able to deliver to tight timescales with a
proven track record of delivery in a front office environment.
• Bachelors Degree, with strong focus on numerical skills
• Must have knowledge of interest rate derivatives and the fundamentals
behind pricing and risking these derivatives
• Experience in a front office facing environment dealing with traders and
quantitative analysts on a daily basis
• At least 2+ years experience with building risk & pricing systems or tools
in VBA across any one of the following asset classes: Emerging Markets,
Fixed Income or Foreign Exchange

Job Description:
• Liaising with quants, trading, sales and structuring users to get pricing
requirements and translating these into IT solutions that meet the exact
needs of the business
• Build out the existing in-house cross asset platforms (MerlinPlus and
EORE) to support the pricing and risk of Emerging Market specific fixed
income derivatives
• Development of spreadsheets to load and publish applicable market data
across all areas within emerging markets
• Enhancement of C# applications to generate risk reports


Thanks and Regards
Laxmi
Technical Recruiter || IT-SCIENT || Phone: 510.972.5227 || Fax: 877.701.4872
||Email:[email protected] || Web: www.itscient.com ||

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