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The position will be primarily responsible for administering all back office operations associated with derivatives investment, ensuring the proper posting for all derivative and related transactions in the Invest One accounting system. The position will also confirm all derivatives transactions executed by Investment Management personnel. Secondarily, the position will be responsible for the daily processing of margin and collateral movements. The position will require a person with excellent process, communication, and organization skills.

Major Bank in NY is looking for a Quantitative Analyst with strong C++ programming skills and Fixed Income Derivatives exp. to join a Multi-Asset Quantitative Research group. This group has responsibility for pricing and risk mgmt of complex cross-market (exotic) products involving FX combined with one or more of (Commodities, Credit, Interest Rate, inflation-linked and/or equity securities) using various numerical methods, such as Monte Carlo and PDEs. Requires expertise in term structure modeling, strong quant skills (Stochastic Calculus), programming skills (C/C++) and exp.

Exciting opportunity to help our Client (Investment Bank)do a fresh build-out of systems for the Equities and Equity Derivatives business. Focus is on the front office and with other phases will extend to the middle and back office. Ideally the candidate will to be senior and an Equity Derivatives subject matter expert with strong communication skills who can interface comfortably with traders. Exposure to platform/system design based on requirements is a plus.

Please send your resume to Trindy Adler at tadler@sapient.com and reference DerivSource

Description & Responsibilities:
Perform Trade Processing, Corporate Actions, reconciliations, settlements, collateral and confirms.
Deal the most with equity derivatives, CDS and TRS - will also work with IRS and Options.
Collateral experience is a huge plus.

Requirements:
2-3 years of experience.
Must have a derivatives background.

Please send resumes to info_fs@greenkeyllc.com and visit us at www.greenkeyfs.com and use the reference no. : FS 12561 and DerivSource

This is a newly created position working with middle office for equity derivatives, trade capture, confirmation and affirmations, trade blotter reconciliations.
Must be able to handle pressure from the trading and sales desk.
Work directly for the Front office group.

Requirements:
2+ years of equity derivatives/middle office experience

Please send resumes to info_fs@greenkeyllc.com and visit us at www.greenkeyfs.com. Please also use reference No.: FS 12763 and reference DerivSource
 

Sunrise Brokers LLP is a rapidly expanding award winning Inter Dealer Broker, specialising in Equity Derivatives. We're currently looking for someone to assist in the build out of the company from a recruitment perspective. The role will predominantly be one that will utilise your research and search skills in what is a dynamic and fast paced market.
Skills

The following skills are essential:

Looking for an Operations Specialist who is looking to get out of Operations and move into a Pre-Sales/Relationship Management role with an Outsourcer.

Take your financial career to the next level in this challenging, senior-level Derivative Trader position that hones your leadership skills and expands your sphere of influence. As a Derivatives Trader, you'll use existing proprietary and third-party quantitative models to analyze futures, options, swaps and other derivatives, and recommend and implement trades. You'll be part of an industry-leading company known for its strong ethical practices and client focus. The environment is collaborative and team-oriented, yet individual achievement is recognized and rewarded.

Major Bank in NY is looking for a Quantitative Analyst with strong C++ programming skills and Fixed Income Derivatives exp. to join a Multi-Asset Quantitative Research group. This group has responsibility for pricing and risk mgmt of complex cross-market (exotic) products involving FX combined with one or more of (Commodities, Credit, Interest Rate, inflation-linked and/or equity securities) using various numerical methods, such as Monte Carlo and PDEs. Requires expertise in term structure modeling, strong quant skills (Stochastic Calculus), programming skills (C/C++) and exp.

A financial derivatives technology firm is looking for a salesperson with hands on experience working with CDS transactions for its NY office. The firm has created a service that allows derivative counterparties to eliminate risk and reduce operational and capital costs. The sales role is to represent the firm to major Hedge Funds and Asset Managers and to be the Subject Matter Expert internally on CDS.