Contract FID Analytics and Support Engineer

Shulman Fleming & Partners

New York, NY

Expired: May 03, 2024 Applications are no longer accepted.

Full-Time

Contract FID Analytics and Support Engineer

MUST be local to New York City

Work schedule: Hybrid, 2-3 days/week in office

Hands-on developer experienced in quantitative finance, especially in Fixed Income products. Proficient in market risk measures such as VaR and stress testing scenarios across traded products. Experience with sensitivities calculation and position valuation for fixed income products. Programming skills in Python, SQL, and SSIS is required. Experience with batch processing, and incident root cause analysis is necessary. Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.

Qualifications:

Hands-on developer experienced in quantitative finance, especially in Fixed Income products.
Proficient in market risk measures such as VaR and stress testing scenarios across traded products.
Experience with sensitivities calculation and position valuation for fixed income products.
Programming skills in Python, SQL, and SSIS is required.
Experience with batch processing, and incident root cause analysis is necessary.
Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.