北京的售前-金融衍生品解决方案 - 金融行业 - ITPUB论坛－专业的IT技术社区

wangjia

Requirements:
         Strong knowledge of derivatives: Interest Rate, FX, Hybrid, Equity, Credit exotics/structured derivatives, Risk/Sensitivity Analysis ;
         Fairly knowledgeable of financial models and methods: Models in the BS framework, BK, HW, BDT, HJM, BGM, Monte Carlo techniques, Numerical methods, Stochastic processes ;
         Strong knowledge of Excel/VBA, C/C++ (must be able to understand, explain C/C++ syntax/header files);
         Knowledge of risk management techniques: VaR analysis (Analytical, Historical, simulation based), Credit Exposure, etc .
Expectation:   ability to do the demo, negation, and close the deal; main focus on Risk management and financial module.