As Technical Functional Expert in Market Risk IT consultant

Jersey, NJ - USA

Monthly Salary: Not Disclosed

Posted on: 2 hours ago

Vacancies: 1 Vacancy

Job Summary

Role:
As Technical / Functional Expert in Market Risk IT consultant he/she

enables the Market Risk IT team to provide support for the users and PolyPaths application.
analyzes designs develops deploys and maintains software application for Market Risk users (PolyPaths).
Develop and integrate Java/python components within fixed income technology stack that consists of in-house built components (integrations)
coordinate and be part of the vendor software monthly patching upgrades daily BAU level 2 support in PolyPaths.

Requirements

3-5 years of development experience with Numerix PolyPaths and Fixed Income Product related experience
Understanding of the PolyPaths front end batch process OAS module Jobs configuration re run etc
Strong understanding of Fixed Income Products Structured Products - Pricing Valuation and Sensitivities
Strong understanding of Market Risk measures like VaR Expected Shortfall XVA etc
Hands on experience in Python Java
Strong work experience in Risk applications like Murex Calypso SS&C etc will be desirable
Certification like FRM/PRM/CFA/CQF is desirable

Role: As Technical / Functional Expert in Market Risk IT consultant he/she enables the Market Risk IT team to provide support for the users and PolyPaths application. analyzes designs develops deploys and maintains software application for Market Risk users (PolyPaths). Develop and integrate Java/p...