Senior Financial Engineer | [S-438]

Detalles de la oferta

SSC is a global provider of investment and financial services and software for the financial services and healthcare industries.
Named to Fortune 1000 list as a top U.S. company based on revenue, SSC is headquartered in Windsor, Connecticut and has 20,000+ employees in over 90 offices in 35 countries.
Some 18,000 financial services and healthcare organizations, from the world's largest institutions to local firms, manage and account for their investments using SSC's products and services.Job DescriptionTo provide clients with a comprehensive range of skills to support the implementation of end-to-end financial risk solutions primarily in support of management and regulatory requirements.
Also, to provide clients with a comprehensive range of Financial Engineering skills to support them in the implementation of an Enterprise Wide Risk Management system.
This role will involve the provision of support and consultancy to ensure our clients receive the best possible advice, guidance, and quality of service.Key ResponsibilitiesFinancial validation and modelling of clients' portfolios across the whole spectrum of Financial Instruments.Provide advice on the implementation of Risk Management Software to assess Market, Credit, ALM Liquidity risk.Assist in both executing and advising on the implementation of projects.
Most of this consultancy work is carried out on-site for the duration of the project.Essential SkillsKnowledge of Financial Products and associated pricing methods.Knowledge of Risk Management techniques including sensitivities, Stress Testing, Value-at-Risk Optimisation.Knowledge of Statistics and generation of time-series based measures i.e.
Volatility.Knowledge of market and credit risk expressions such as VaR, ES, PFE, CVA/DVA.Knowledge of credit risk mitigants and its impact on the counterparty exposures: master agreements, collateral agreements, margin period of risk.Strong analytical and problem-solving skills.Office tools knowledge (spreadsheets for financial validation work, word processing for documentation, etc).Desirable RequirementsProgramming skills for supporting data modelling (Python, Shell Scripting, Visual Basic, C++) is advantageous.Excellent presentation and communication skills.Knowledge of credit risk models such as Merton.Knowledge of Economic and Regulatory Capital methodologies: FRTB, SA-CCR, CCR IMM.Knowledge of Stress Testing and Backtesting methodologies.Knowledge of Wrong-Way Risk.Other Job RequirementsFluent written and spoken English.Availability for some travel is needed.Other languages (preferably European) are advantageous.EducationUnless explicitly requested or approached by SSC Technologies, Inc. or any of its affiliated companies, the company will not accept unsolicited resumes from headhunters, recruitment agencies, or fee-based recruitment services.SSC offers excellent benefits including health, dental, 401k plan, tuition, and professional development reimbursement plan.
SSC Technologies is an Equal Employment Opportunity employer and does not discriminate against any applicant for employment or employee on the basis of race, color, religious creed, gender, age, marital status, sexual orientation, national origin, disability, veteran status or any other classification protected by applicable discrimination laws.
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Salario Nominal: A convenir

Fuente: Talent_Dynamic-Ppc

Requisitos

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