[QuantLib-jobs] Financial Engineer - NYC

[John M. <Joh...@re...>]

Financial Engineer - NYC

 

About the Position:

 

Reval (http://www.reval.com/) is looking for a strong quantitative C++
developer, to join the Financial Engineering team, which currently has 7
members.

 

Responsibilities:

 

Responsibilities include development and maintenance of the analytics
library, which covers pricing, risk management and hedge accounting of
derivatives in interest rate, currency, commodity, credit and equity.

 

Required Skills/Experience:

 

Key requirements for the position are

1)      Have 5-10 years hands-on working experience in C++ analytics
development.

2)      Must be a strong coder who can quickly solve problems and
implement business requirements.

3)      Prior experience in parallel computing a plus.

4)      Solid knowledge of financial products and basic pricing and risk
methodologies.

5)      Must have a degree in a quantitative discipline.

 

About Reval:

 

Reval is the leading provider of financial and derivative risk
management SaaS solutions that empowers corporate treasuries and
financial institutions to actively manage and monitor their derivative
portfolios across multiple asset classes. Reval's Software-as-a-Service
addresses the need for derivatives to comply with international
regulations, such as FAS 133, FAS 157, Sarbanes-Oxley, IAS 39 and IFRS
7. The world's leading corporations, financial institutions, and
accounting firms rely on Reval to provide independent valuations of
derivative transactions and to assist with the hedge accounting of
foreign exchange, interest rates, energy, credit, commodities, and other
asset classes.

 

For more information about the position, or to send a resume, please
contact Marjie Gray at marjie.gray@...