Transaction Services - Manager - Financial Engineer Numerix - London
|Job Title:||Transaction Services - Manager - Financial Engineer Numerix - London|
|Contact Name:||PwCRecruiting Team|
|Job Published:||April 15, 2019 23:09|
About the team
Are you a Financial Engineer with experience working with the Numerix platform? Are you experienced in the valuation and risk management of financial derivatives? We have an excellent opportunity for you to join our Market Value Direct team - the firm’s financial instruments valuation and advisory team.
The Market Value Direct team is part of the Valuations practice. It provides financial instrument valuation and model governance advisory services to the firm’s clients as well as valuation services internally. The MVD team values instruments from liquid traded shares and bonds through to complex derivatives along with the related valuation adjustments. The team also engages in model design, implementation, documentation, validation and validation review activities.
About the role
You will be a Manager/Senior Manager within the London based team working with our existing team of modelling and pricing specialists. The role will offer you the opportunity to work in a fast paced business alongside a team which has grown significantly over the last 12 months and continues to grow in terms of size, revenue and areas of work.
Key responsibilities will include
Configuring and maintaining an installation of Numerix CAS and OneView XVA.
Backtesting the Numerix solution you configure against our legacy solution.
Training a team of valuation specialists to use Numerix OneView XVA.
Liaising with a small team of developers, who will develop Python client programs to utilise the Numerix CAS REST API.
Essential skills and experience
A Masters degree in engineering, physics, maths, quantitative finance or an allied field is preferred.
Expert knowledge of the entire suite of Numerix products, in particular CrossAsset Excel, Template Studio, CAS, and OneView XVA is essential
A deep understanding of derivative pricing including the related XVAs.
Familiarity with the Git version control system.
Some familiarity with Python is desirable but not essential.
Some familiarity with RESTful architecture is desirable but not essential.
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