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| NAG Wilmott Quant Event - New York - 7th December 2011 |
| Nicholas J Higham & Paul G Hipes |
897 Views |
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The Numerical Algorithms Group (NAG) and the
finance publication Wilmott hosted a city seminar for finance industry
professionals on 7th December 2011. It was a free seminar, with speakers
from industry and academia, and was open to those working within the
finance industry.
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| Bridging Brownian LIBOR: Wilmott Magazine Article |
| Raoul Pietersz, Antoon Pelsser & Marcel van Regenmortel. |
2316 Views |
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Recent developments in the interest rate
derivatives industry have seen an increase in complexity of products.
European call and put options on LIBOR and swaps, so-called caps/floors
and swaptions, once deemed exotic, are now considered plain vanilla. The
newer more complex products, named exotic LIBOR derivatives, are tailored
to investor requirements and contain many additional features.
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| RiskMinds Insurance - Geneva - Feb 13, 14 & 15th - 10% discount |
RiskMinds Insurance
New Strategic Thinking, Practical Implementation Techniques And Crucial Regulatory Insight For Insurance Risk Management Under Solvency II
13 February 2012 - The Global Risk Regulation Summit
14-15 February 2012 - Main Conference, CRO Forums & Technical Stream Sessions
Intercontinental Hotel, Geneva, Switzerland
RiskMinds Insurance will be the most comprehensive event available for risk management in the insurance industry, providing 3 information packed days of CRO insights, regulatory updates & the latest in risk and actuarial modelling.
Visit the event website http://www.informaglobalevents.com/FKN2225WILWB for the full agenda and speaker line-up
An Unrivalled Speaker Line-Up Of Industry Thought Leaders & Insurance Risk Experts
Over 75 CROs, Regulators, Actuaries, Academics & Industry Advisors Already Confirmed To Speak
Unparalleled Networking And Knowledge Sharing Opportunities
Exchange Ideas And Business Cards At Champagne Roundtable Discussions, Breakfast Briefings, VIP Lunchtables & Cocktail Receptions
Hear From & Network With The Industry Leaders At The RiskMinds CRO Forums
Hear 20+ Leading CROs Set The Agenda For Insurance Risk Management Including SCOR, Aviva, Axa Insurance, Eureko, Tapiola, Allianz, Aegon, RSA, Torus & Many More
Tailor Your Learning At The In-Depth Technical Stream Sessions Covering Issues Such As:
- Integrating Internal Models
- Effective Enterprise Risk Management
- Leveraging Solvency II
- Creating An Effective Risk Culture
Find Out About The Latest Regulatory Initiatives At The 'Global Risk Regulation Summit'
Hear Insights From Key Supervisors & Practitioners Including BAFIN, FINMA, UK FSA, EIOPA, OECD, Banque De France, Swiss Re, Old Mutual & Many More?.
Remember to quote VIP code: FKN2225WILWB for a 10% discount!
Register Online Here: http://www.informaglobalevents.com/FKN2225WILWB
Alternatively call: +44 (0) 20 7017 7200 or email: info@icbi.co.uk |
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| Senior C++Derivatives Quantitative Developer - New York - Circa $175,000 - $200,000 - SJ3945 |
Senior C++Derivatives Quantitative Developer - New York
Green-Field Derivative Pricing System (FX Options, Interest Rate Swaps, Equity Derivatives)
Circa $175,000 - $200,000 plus bonus and benefits
This is an amazing opportunity to join a dynamic, collaborative and cutting edge global institution, currently investing a huge amount of budget in building a green field derivative structuring and pricing system for banks, hedge funds and other financial corporations. You will join a team of highly experienced and respected technologists and quants, taking a lead role in building the advanced framework for calculators, pricing and analytics. You will work closely with senior business managers to establish requirements and use your extensive experience in both software development and mathematics. You will be extremely hands on, designing and developing the system using a range of technologies (including C++, C# and python) and you will require the ability to quick learn and apply new and innovative technologies.
The ideal candidate for C++Derivatives Quantitative Developer ? New York will require the following skill set;
· C++
· Unix/Linux
· C#/Python a plus
· Strong quantitative background
· Derivatives Experience (ideally FX Options, IR Swaps, Structure Products, Equity Derivatives..)
· Experience designing and developing large scale systems
· Great communication skills
Responsibilities for C++Derivatives Quantitative Developer ? New York
· Take a lead role in the design of a green-field derivatives pricing system
· Integrate portfolio warehouse
· Work in a team of software developers and quantitative analysts
· Communicate with business managers
· Learn new technologies
· Understand and learn a wide range of financial derivatives
This is a great opportunity for a senior quantitative developer to take a key role in an exciting new project in a leading global firm. The role will give you a huge amount of quantitative exposure as well as the opportunity to learn a number of new and innovative technologies. Compensation will be very competitive and you will join a dynamic, stimulating and collaborative environment. For much information please contact cplusplus@selbyjennings.com or call 212 231 8223. |
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