- SMBC (New York, NY)
- …writing high quality Python is preferable + Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL ... develop these in Polaris, which is a next generation risk , pricing, and trade management platform. **Role... platform. **Role Objectives** + Support trading desk for modeling , pricing and risk request. Generate solutions… more
- Citigroup (New York, NY)
- …validations. Analyze risk of various companies/asset classes through modern risk management techniques. A telecommuting/hybrid work schedule may be permitted ... global asset classes. Create long-term strategic asset allocations across risk levels, geographic regions, and reference currencies. Automate quantitative research… more