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Quant/Quantitative/Front Arena, remote working, English speaking

EMEA resourcing

Posted on Apr 5, 2021 by EMEA resourcing

Stockholm, Sweden
IT
Immediate Start
Annual Salary
Contract/Project


Quant/Quantitative, Front Arena, remote working, English speaking

Skills:

Main deliverables:

- 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

- Communication

Project:

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).




Reference: 1153508705

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