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Principal , Financial Engineer , Capital Markets Engineering London Research & Development Perm[...]

Company: Adenza
Location: New York
Posted on: March 20, 2023

Job Description:

Principal , Financial Engineer , Capital MarketsDepartment: EngineeringEmployment Type: Permanent - Full TimeLocation: LondonDescription
Calypso Technology and Axiom SL have merged to form a new company, Adenza.Division OverviewProduct & engineering works towards delivering a powerful yet flexible technology platform keeping the needs of the end customer in mind. Our development teams ensure that all the codes are delivered with the highest quality. Product managers are home to technical experts who work together to design and build our software and product roadmap, whereas our QA team is constantly aimed at enhancing the quality of our platform delivery through test methodologies for implementations, upgrades, and migrations.Team and Role OverviewAdenza's Financial Engineering team is responsible for the research, design and implementation of valuation analytics that are used across the Calypso product line, used by many Banks, Asset managers, Hedge Funds, Exchanges, Insurance Companies and other financial institutions. These analytics are used in the pricing and risk management of derivative contracts and include model calibration, curve and volatility surface generation as well as the risk-neutral models and acceleration infrastructure used in the firm's top-rated XVA solution.We are looking for candidates with a strong quantitative and programming background to join our Financial Engineering team and support our growing business. The team is cross-asset with a diverse set of quants with deep backgrounds in IB/FinTech and is located in London/Paris/NY/SF and Mexico City.Responsibilities

  • Work with our clients and other Adenza teams to understand client business requirements across all the major asset classes.
  • Translate those requirements into analytics algorithms and frameworks - research, design and implement those analytics in the Adenza pricing analytics libraries (language used is Java) in line with industry trends and in close collaboration with our clients.
  • Work with the rest of the team to continuously enhance the existing pricing libraries and write unit tests with a view to maintaining a very high code coverage.
  • Work with other Adenza teams to integrate our analytics into the Calypso suite of applications.
    Skills And Requirements

    • 5+ years experience working as a quantitative analyst in pricing analytics, all asset classes will be considered.
    • Strong computing and software design skills with experience in Java or C++.
    • A desire and aptitude to produce clean, robust, reusable code in a Continuous-Integration, well-tested, and framework is required.
    • Strong mathematical background with a Ph.D. or equivalent in Math/Physics/Engineering from a top institution.
    • A passion to build robust analytics-as-a-product that are used by a multitude of clients.
      More About UsWhy Apply:Adenza's mission to pioneer innovative technology offering efficient, accessible, and transparent, fully integrated solutions is only achievable due to our outstanding workforce. The fusion of deep technical knowledge with the element of human passion, understanding, and energy is what makes Adenza's employees exceptional. At Adenza, we offer great opportunities to collaborate on challenging and relevant issues in financial services and technology. As we continue our exciting growth trajectory, we recognize how important investing in the best talent across the globe is. Are you self-driven, innovative, execution-focused, and customer-centric? If yes, we want to invest in you.
      Adenza is an equal opportunity employer (EOE). We are dedicated to building and supporting a culture of diverse perspectives and talents as well as inclusivity to support individual growth and superior business results.#LI-RC1

Keywords: Adenza, New York , Principal , Financial Engineer , Capital Markets Engineering London Research & Development Perm[...], Engineering , New York, New York

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