LombardRisk招聘金融工程师(FE)

LombardRisk招聘金融工程师(FE)
发信站: 日月光华 (2007年01月30日09:51:03 星期二)

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Job Position: Financial Engineer
Division: Software

Role Overview
A quantitative analyst/developer is required to join the Financial 
Engineering team. The role will involve developing mathematical pricing 
models to be incorporated into the firm’s financial derivative trading 
platforms and the support of existing products.

Role Responsibilities
Assist in the development and maintenance of core valuation library.
Provide input into the development of products reliant on the core 
valuation library.
Provide analysis of the suitability of third party solutions for supplying 
requisite valuations.
Reviewing and validating co-workers work & testing.
Documenting requirements, implementation details and valuation details.
Provide input into product management process on valuation methods.

Essential Qualifications/Experience
First degree in mathematics or related subject, 2.1 or above.
Postgraduate degree in physics, mathematics, finance or related subject 
(PhD preferred).
Knowledge of at least basic concepts in financial mathematics (see e.g. 
"Options, Futures and Other Derivatives" by J.C. Hull).
Good English communication skills.
2-3 years structured C/C++.

Highly Desirable Qualifications/Experience
Java, Excel/VBA
Previous experience in pricing instruments in support of similar software 
products and/or supporting front/middle office valuations.

Personal Traits
Good analytical and problem solving skills, logical and attentive to 
detail. 
Personable, capable of communicating with senior management. Confidence in 
explaining mathematical and financial concepts.
Self-motivated and independent worker.

Background
Lombard Risk is an established provider of Financial Trading and Risk 
management software and services.  The company was founded in 1989 and 
listed on the London Stock Exchange’s AIM market in September 2004.  We 
have done business with more than 50 of the top 100 banks worldwide.
The key for those who work at Lombard Risk, is that we are small enough for 

individuals to make a difference but big enough to place that difference 
successfully in the market place.
Further details on the company, our products and services can be found on 
ww***om.[点击查看]

Location
12F04, Aurora Plaza, No.99 Fucheng Road, Shanghai