【Internship Opportunity】NUMERIX is recruiting for Interns

  • 2017-11-28
  • Admin Admin

NUMERIX, the leading independent analytics software vendor is recruiting for Financial Engineer Intern and Financial Validation Engineer Intern in Taipei, Taiwan, please find attached job requirements for the following positions for your reference:
 
If you are interested in this position, please send your CV’s to mdalisay@numerix.com
 
1)      Financial Engineer Intern
Experience and Skills Required:
l   Working towards a Master degree (or foreign equivalent) in Mathematics, Financial Engineering, Finance, Computer Science, Physics, Actuarial Science or related field.
l   PhD or Professional certifications a plus.
l   Good knowledge and/or hands-on experiences in derivative pricing models and instruments across interest rate, cross-currency, credit, inflation, equity, foreign exchange, commodity, insurance, and hybrid products.
l   Good knowledge and/or hands-on experiences in Counterparty Risk (CVA,DVA,FVA,PFE) and/or Market Risk (Value at Risk including parametric, historical, and Monte Carlo VaR) and/or Economic Scenario Generation (real world and risk neutral).
l   Strong mathematical skills including stochastic calculus, numerical methods (Tree, PDE),Monte Carlo simulation, probability and statistics, linear algebra, time series analysis, or actuarial analysis; and financial modeling, or quantitative/engineering related research.
l   Good hands-on experience with Excel and VBA, C++, C#, Java programming languages. Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
Qualifications:
Experience Preferred   
l   1 year - Knowledge and/or hands-on experiences in derivative pricing models and instruments across interest rate, cross-currency, credit, inflation, equity, foreign exchange, commodity, insurance, and hybrid products.
 
2)      Financial Validation Engineer Intern
Requirements Include:
l   Working towards a Master’s degree in Financial Engineering, Mathematics or Finance.
l   Ability to write test plans and test specs.
l   Programming skills in any programming language.
l   Commitment to acquire a high level of domain knowledge in Financial Instrument valuations through self and assisted studies.
l   Experience with a range of numerical methods to solve mathematical problems.
l   Knowledge in financial engineering concepts and becoming specialist in key areas.
l   Familiarity with Product Structures, Curve Buildings, Pricing Models, Risk and Market and
l   Reference Data.
l   Broad working knowledge of Access, Excel (inc. automation skills), VBA.
l   Strong attention to detail and willingness to take ownership of issues.
l   Excellent oral and written and interpersonal skills.
l   Strong knowledge of financial mathematics: Models in BS framework, Monte Carlo techniques, Numerical Methods, Stochastic Processes.
l   Strong knowledge of derivatives: FI (Interest Rate) derivatives, FX and CC derivatives, Credit Derivatives, Risk/Sensitivity Analysis, Cmdty and Inflation class.
l   Knowledge of risk management techniques: VaR analysis (Analytical, Historical, simulation based), Tables, PivotTables, etc.
l   Ability to build Excel-based financial applications with high-quality usability, including Graphs, PivotTables, Statistical Analysis • Knowledge of Bloomberg and/or Reuters market data APIs would be a plus.
l   Excellent, hands-on Excel/VBA and familiarity with object oriented programming.
l   Experience working with software libraries for pricing would be a plus.
Qualifications:
Experience Preferred
l   1 year - Familiarity with Product Structures, Curve Buildings, Pricing Models, Risk and Market and Reference Data.
l   1 year - Knowledge in financial engineering concepts