Reval (http://www.reval.com/) is looking for a strong quantitative C++ developer, to join the Financial Engineering team, which currently has 7 members.
Responsibilities include development and maintenance of the analytics library, which covers pricing, risk management and hedge accounting of derivatives in interest rate, currency, commodity, credit and equity.
Key requirements for the position are
1) Have 5-10 years hands-on working experience in C++ analytics development.
2) Must be a strong coder who can quickly solve problems and implement business requirements.
3) Prior experience in parallel computing a plus.
4) Solid knowledge of financial products and basic pricing and risk methodologies.
5) Must have a degree in a quantitative discipline.
Reval is the leading provider of financial and derivative risk management SaaS solutions that empowers corporate treasuries and financial institutions to actively manage and monitor their derivative portfolios across multiple asset classes. Reval’s Software-as-a-Service addresses the need for derivatives to comply with international regulations, such as FAS 133, FAS 157, Sarbanes-Oxley, IAS 39 and IFRS 7. The world’s leading corporations, financial institutions, and accounting firms rely on Reval to provide independent valuations of derivative transactions and to assist with the hedge accounting of foreign exchange, interest rates, energy, credit, commodities, and other asset classes.
For more information about the position, or to send a resume, please contact Marjie Gray at marjie.gray@...