Quant/Quantitative/Front Arena, remote working, English speaking
Posted on Apr 5, 2021 by EMEA resourcing
Quant/Quantitative, Front Arena, remote working, English speaking
- Investigations concerning pricing, valuation, PnL and Risk calculations
- Configuration of valuation parameters, yield curves and volatilities
- Extending the system with proprietary valuation functions
- Financial mapping of data to Prime
- Automate import of data to Prime
Involved in a Implementation Project
The objective of the projects is to Implement support for Front Office Risk Management on the Front Arena platform for Fixed Income and Interest Rate Derivatives products.
The Quant team needs reinforcement for configuration and import of data into Prime Front Arena. This involves being involved in all the significant decisions regarding structure, main behavior and its realization, interfaces and constraints.
Working conditions: Can work remotely. Client is based In Sweden
Working for a well established organization
Flexible start date (ie immediate to 3 months notice)
(If this position do not fit within your experience or is of no interest to you we offer a recommendation fee for any consultant you refer we successfully make a placement with).