- Numerix는 미국에 본사를 두고 있으며, Vanilla부터 복잡한 Exotic까지 모든 종류의 금융상품을 Pricing하고 Risk를 산출할 수 있는 On-prem 및 Cloud 솔루션을 국내외의 금융기관들에게 공급하고 있습니다. (www.numerix.com)
- 국내에서는 대형 은행, 보험사 및 증권사의 Front-office 및 Middle-office에서 솔루션을 사용 중이며 국외에서는 글로벌 금융기관을 포함해 700여개의 금융기관에서 사용 중입니다.
- Numerix Korea에서는 2022년 6월~8월 (최소 3개월)의 기간 동안 서울 오피스에서 Financial Engineer Full-time Intern으로 함께 일하실 분을 찾고 있습니다. 기간은 최소 3개월이며 협의 가능합니다. 관심이 있으신 지원자분들은 2022년 4월 12일까지 jlee@numerix.com 으로 국문 혹은 영문 이력서를 보내주시기 바랍니다.
Role:
- Validating deliveries of Numerix professional service team by creating test cases, executing tests, and assessing/reporting test results.
- Provide help in developing templates with new derivative structures powered by Numerix pricing engine.
- Configure Numerix software based on exact requirements from clients
- Quantitative Support
- Gain expertise in using our sophisticated structuring, pricing, risk management and front system for InterestRate, FX, Hybrid, Equity, Credit exotics/structured derivatives.
Qualifications:
- Academic background in either Financial Engineering, Engineering/Physics, or Applied Mathematics/Mathematics, Economics/Finance (not mandatory)
- Familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market and Reference Data.
- Familiarity with both vanilla and exotic derivatives: Interest Rate, FX, Hybrid, Equity, Credit exotics/structured derivatives, Variable annuities, Risk/Sensitivity Analysis, Economic scenario generator, Real world measure (a plus)
- Fairly knowledgeable of financial models and methods: Models in the BS framework, HW, Local Volatility Model, LMM, Monte Carlo techniques, Numerical methods, Stochastic processes
- Knowledge of Excel/VBA,C++/Java/C/Python (able to understand, explain syntax/header files).
- Knowledge of risk management techniques: Greeks, Dynamic Hedging and P&L attribution/analysis is a plus
- Knowledge of insurance, Risk Neutral ESG, Real World ESG and ALM is a plus
- Knowledge of Access, Excel (inc. automation skills), Relational DBs, SQL and VBA as well as experience with OTC Derivatives systems: Bloomberg, Calypso, MUREX, Summit or similar vendor application(s) is a plus.
- Ability to multi-task and effectively manage multiple deadlines and deliverables.
- Strong attention to detail and willingness to take ownership of issues.
- Korean is MUST and English (Spoken/written) is a plus.
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