Develop system
models for fixed-income and derivatives; design, develop system package for
risk management support and financial analysis; develop interactive financial
analysis modeling systems to solve problem and process data, to support a
variety of engineering tasks related to company’s software product
development work and also to assist users having problems with use of system
software.
Estimate probability distributions, volatilities and
correlations; build strategy forecasting models and enhance optimization and
asset allocation models on portfolio management; analyze equity, debt, and
commodities financial market data and history using time series analysis,
Monte Carlo Simulation, multivariate statistics, and other quantitative
techniques; and review productivity reports and problem records to evaluate
performance of software.
Experience
More than 3 years experience in Computation Finance
