Financial Engineer
JOB TITLE: Financial Engineer - Interest Rates and Derivatives
JOB REFERENCE: MAC-UN-5307-AP
LOCATION: Central
DATE POSTED: 23 Feb 2008
COMPANY
US Investment Bank
COMPANY BACKGROUND

Major investment bank responsible for providing interest rates and fixed income products in Asia (including Japan), is currently looking for an analytic engineer with Mathematics major to join their quant pricing division. Also to assist in gathering and delivering requirement definitions, developing test plans and flowcharting analysis.

 

 
RESPONSIBILITY
  • Work with traders with their valuation and pricing worksheets
  • Build solutions to calculate PV and Risk
  • Assist in translating strategic business objectives into detailed project requirements, which guide application development, and business process changes
  • Provide effective support of valuation spreadsheet, rate-saving sheets and trade input screens
  • Design, build and maintain trade tables in database
  • Design, build and maintain feeds from the front office trading systems
  • Support international businesses on delivery/integration of local and regional solutions
MACGREGOR RANKING
Skill Set Requirement
Skill Matching Medium
Command of English Very High
Analytical Skills Medium
REQUIREMENTS
  • Undergraduate degree in Mathematics or Physics related discipline preferred
  • Possess programming analysis skills of tactical tools and application architecture understanding required
  • Broad business knowledge with prior experience in Finance applications within the Interest Rates or Structured Markets
  • Good understanding of analytics in Bonds, Credit, SWAPS a major plus
  • Excellent programming abilities in Excel/VBA, SQL and C++ essential
  • Must be attentive to detail, proactive and flexible
  • Strong verbal, written communication & presentation skills are also essential
Interested parties, please email your application with
resume and cover letter in MS Word format to hr@macgregornet.com