TECH MATCH
New York, NY, United States – Local candidates only
Title: FID Analytics and Support Engineer / Quant Developer in Fixed Income, PYTHON SQL and SSIS required.
Title: FID Analytics and Support Engineer
Job Code : Business Analyst 3 - 6 YOE:Business Analyst 3 - 6 YOE
Work schedule: Hybrid, 2-3 days/week in office
Detailed job description:
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.
Overall years of experience looking for below specific tasks:
• Hands-on developer experienced in quantitative finance, especially in Fixed Income products.
5+ years
• Proficient in market risk measures such as VaR and stress testing scenarios across traded products.
5+ years
• Experience with sensitivities calculation and position valuation for fixed income products.
5+ years
• Programming skills in Python, SQL, and SSIS is required.
7+ years
• Experience with batch processing, and incident root cause analysis is necessary.
2+ years
• Experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.
1+ year
Skills:
Required
• Finance
• Fixed Income
• SQL
• Python
• Root Cause Analysis
Additional:
• Stress Testing
• Batch Processing
Languages : English( Speak, Read, Write )