You will provide technical support for both the hedging platform and implementation of models including daily support, release management, application and models development, provide IT expertise to find solutions related to the hedging activities and embed the in-sourced platform.
- Application Development of statistical models and statistical process for hedging financial guarantees
- Complex Computer Programming of Models on the Hedging Platform:
- Release manager on Trading Grid, Fund-Database and Grid computing.
- Daily IT & hedging technical support
- Application Development and Models Development and Support
- 3-5 years in a similar position
- Understanding of statistical modelling theory
- Understanding of application of stochastic modelling techniques
- Must have strong experience across complex computer programming on Hedging Platforms – C#, C++, VBA