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Position will be in the spreadsheet support/development group for the OTC Equity Derivatives desk. The products traded by the desk range from vanilla single factor exchange traded / otc options on single stock/indices to complex multi-factor trades requiring monte-carlo valuation. Roles/Duties will include support of business – direct interaction with traders, migration of spreadsheet based trades to trade databases, development of next generation of spreadsheet based risk systems for structured products. Candidates must have a good degree in numerate discipline / computing and ideally a postgraduate qualification in a numerate discipline. Experience and skills must include FO/Modelling experience - either directly or in a support role, 2-3yrs + excel/vba development experience in a front office environment, experience with databases (1+ of SQL server, oracle, Sybase), understanding of COM/DCOM basics, knowledge of derivative products including understanding of delta, gamma, vega, 1-2 yr C++ experience, in depth understanding of advanced algorithms/complexity.
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