Job Description :
Programmer Analyst
New York, NY
Full Time

Role profile
Solid knowledge of the VBA, Advanced Excel, Programming language- C, C++, Python, R, Sharp Analytics.
Candidate will be involved in monitoring multiple levels of Hedge position data•
IT desk development team. Work closely between IT with trading and quants to help build and maintain pricing/ quoting/contribution tools globally•
Prototype various concepts and models that eventually absorbed by strategic systems•
Play important roles in various cross department, global bank-wide projects•
Provide Excel tactical tools for trading in short time span to meet business requirements•
Develop numerous automation tools that widely used in Equity Derivative to enhance productivity•
Help calibrate pricing parameters based on current market data•
Model validation and scenario analysis for structured/vanilla products•
Automate tasks to support new businesses including automation to support operations users•
Provide sales force presentable tools with quoting/pricing functionalities•