Quantitative Analyst

Since our founding in 1996, we have been at the vanguard of financial technology, providing groundbreaking expertise, quantitative analytics and software that redefine pricing and risk management in the financial markets. With the strategic acquisitions of FINCAD, PolyPaths and Kynex, Numerix has further strengthened its leadership position empowering financial institutions worldwide, to transform risk into opportunities with confidence. Work closely with cross-functional teams, including front office and risk management users to gather, analyze and document requirements for reviewing and analyzing derivative models for pricing and risk management. Participate in the development, testing and enhancement of quantitative models and methods in C++ within the Numerix CrossAsset XL framework. Facilitate structuring, pricing and administration of diverse financial derivatives and structured products covering fixed income, credit, equity, commodities, foreign exchange, inflation and hybrids. Implement restrictions on the use of LIBOR fallback/transition curves when pricing a settle-in-advance FRA, develop a new Compound Overnight Futures Option Instrument object, and integrate a new Rolling Bond Index object. Enhance the Zero Rate Shift Bump object by introducing a new input feature for smoothing out tent shocks at start or end points. Upgrade the CapFloor Analytic object to accommodate duplicate fixing dates and revise the calculation methodology of the Greek Rho in the Commodity Future Analytic object.

ADDRESS WHERE SERVICES WILL BE RENDERED: 100 Park Avenue, 15th Floor, New York, NY 10017

HOURS: 9:00 A.M. – 6:00 P.M.; Monday – Friday; 40 hours per week

SALARY: from $96,366.00 to $100,000.00 per year

REQUIREMENTS: Bachelor’s degree or its foreign equivalent in Financial Engineering, Mathematical Finance or Mathematics and 1 year of experience in the job offered or as Fixed Income Portfolio Manager, Financial Engineer, or Deputy Manager, Finance.

THIS NOTICE IS BEING PROVIDED AS A RESULT OF THE FILING OF AN APPLICATION FOR PERMANENT ALIEN LABOR CERTIFICATION FOR THIS JOB OPPORTUNITY.

ANY PERSON MAY PROVIDE DOCUMENTARY EVIDENCE BEARING ON THIS APPLICATION TO THE CERTIFYING OFFICER, U.S. DEPARTMENT OF LABOR, EMPLOYMENT & TRAINING ADMINISTRATION, HARRIS TOWER, 233 PEACHTREE STREET, SUITE 410, ATLANTA, GEORGIA 30303.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.