Description

You will build computational models to predict and optimize system performance, implementing analytics within risk and calculation engines.

This role is on-site.

Responsibilities

• Implement analytics within risk/calculation engines to produce valuation, return, and first-order risk measures.
• Analyze equity, fixed income, and exchange-traded derivatives products.
• Conduct portfolio analysis and NAV calculations, incorporating fund accounting principles.
• Utilize specialized simulation software (e.g., CAESAR II, Pipestress) for domain-specific engineering analysis.

Required Skills

• 5+ years of professional experience as a Calculation Engineer.
• Proficiency in Python and Java.
• Strong SQL skills for data interaction.
• Understanding of equity and fixed income products.
• Familiarity with portfolio analysis and fund accounting.
• Ability to use CAD/CAE software for modeling when necessary.

Preferred Skills

• Experience with specialized simulation tools like CAESAR II or Pipestress.

Key Skills

Education

Any Gradute