Job DERIVATIVE TRADING CREDIT RISK ENGINEER

DERIVATIVE TRADING CREDIT RISK ENGINEER Job id: 38697399
Location: Oxfordshire
Salary: 35,000 - 50,000 + Excellent Package
Company:Computer Futures Solutions - Maidenhead
Job type: Permanent
Date posted: 04/06/2008 09:34


Description: My client is seeking a financial Software Engineer to work on a large credit risk management system for derivative trading products. The primary responsibility will be the representation and configuration of the Analytics component on an active implementation project, and also during pre-sales activities. The successfull candidate will have an excellent understanding of derivative products and models used to price these. Understanding of methods used to calculate credit risk exposures and VaR (Value at Risk). A masters degree in quantitative finance or another quantitative subject is preferred also knowledge of programming languages and database systems would be an asset.(Computer Futures Solutions Limited acts as an Employment Agency and an Employment Business)


Contact: Toby Isherwood
Reference: job/-CF-TBIH741569