|
|
|
 |
 |
 |
 |
| |
Advertiser  More jobs by this advertiser  e-mail this job to a friend
|
| Company/Agency: |  | Hays NZ Ltd |
| Location: | | Level 17, ASB Bank Centre |
| Contact Person: | | Kylie Pratt |
| Telephone: | | +64 3 377 6656 |
Summary Details
|
|
| Title: | | Quantitative Analyst / Financial Engineer |
| Ref Number: | | 00020148 |
| Job ID | | 117156 |
| Posted date: | | 18-Jun-08 |
| Closing Date: | | 18-Aug-08 |
Job Description
|
Quantitative analysts are concerned with risk management and derivatives pricing but if you're reading this advertisement you probably already know that much!
Our client is one of the world's leading software and IT companies serving more than 25,000 customers in more than 50 countries, including the world's 50 largest financial services companies. One of their more specialised businesses has an immediate need for a highly skilled individual who can assist them in the following areas.
Responsibilities of the role include:
- Creating mathematical models for pricing derivatives in commodities - crude oil, natural gas, refined petroleum products, electricity, precious and base metals, freight, emissions and occasionally for other asset classes - foreign exchange, fixed income.
- Creating new mathematical models, extending existing mathematical models
- Coding in Java
- Creating tests for models, both at the unit level (in code) and where appropriate at the user level (spreadsheet)
- Creating documentation white papers
- Interacting with customers, promoting understanding within the organization and internal modeling presentations
Required skills:
- Doctoral degree or equivalent in a technical field - physics, mathematics, engineering
- Intimate knowledge of financial pricing theory
- Full understanding of standard risk management metrics: delta, gamma, vega, theta, rho, and second order effects
- Intimate working knowledge of object oriented coding concepts
- Clean coding style
- Ability to communicate clearly and at the appropriate technical level given the audience
Ideally, you will have a background or experience in one of the following commodities areas - trading, risk management, modeling or business analysis.
This position will require the successful applicant to spend some time in New York for training purposes, it is anticipated that this will be for between 3 and 6 months.
For those applying from outside of New Zealand, reasonable relocation expenses will be considered.
To apply for this position, please contact Kylie on +64 3 377 6656 for a confidential discussion or email your CV to kylie.pratt@hays.net.nz.
|
| Status: | | Permanent |
| Salary & conditions: | | Up to $150,000 dependent on experience |
| Start Date: | | ASAP |
Job Location
|
| Country: | | NEW ZEALAND |
| Area/Town: | | Christchurch |
Job Seeker Requirements
|
| Nationalities open to: | | - ANY |
| Work Visa Requirements: | | NEW ZEALAND |
| Minimum Qualifications: | | Phd/Doctorate |
Experience Required
|
| | |
| Job Function | | Years Experience |
| Analyst | | |
| Investment | | |
| Risk Management | | |
| Stockbroking | | |
|
|
|
 |
| |
 |
| |
 
(Click here for a full list of advertisers)
|