Quantitative Support Analyst
Posted on Mar 13, 2020 by Optimus E2E
Leading global software firm looking for a Quantitative Support Analyst.
Responsible for guiding clients, trading support personnel, and system administrators and assist them in their implementation and integration of pricing and risk analytics software solutions on Windows and Unix platform.
Work through the support issues associated with all products and licensing. Escalate to financial engineers and development team when necessary.
Provide direct support for clients using sophisticated pricing and risk management software.
Assist project team in answering quantitative questions from clients.
Develop in-depth knowledge of Cross Asset pricing analytics and Risk management products.
Build Excel/Cross Asset Integration Layer templates from user supplied term-sheets and deal descriptions.
Contribute to customer support knowledgebase by creating canned solutions to common customer issues.
Identify and assist in troubleshooting bugs in software. Recreate customer environments where necessary to reproduce and analyze issues prior to escalation to development team.
Provide software demo and training to clients.
Master's degree or its foreign equivalent in Mathematics, Financial Engineering or related degree, plus 2 years of experience with financial software applications. Experience must include the following and may be gained concurrently:
2 years of experience with pricing derivative instruments (both exotic and vanillas) across Asset classes FI/CC/INF/CR/EQ/FX/CMDTY using modelling techniques, stochastic processes, numerical methods, and risk management techniques including parametric, historical, and Monte Carlo VaR, credit exposure.
2 years of experience with financial modelling, financial mathematics, or quantitative/engineering related research utilizing stochastic calculus, numerical linear algebra, real analysis and probability, Monte Carlo method, and time series analysis.
2 years of experience in a client facing role.