Our client is a financial services firm looking for a Quantitative Support Analyst to join their 2nd tier customer support team in Dublin.
The ideal candidate will have excellent qualitative and quantitative skills with a high degree of proficiency in using Excel to solve financial problems, a broad knowledge and understanding of mathematical models for derivative pricing and financial risk management, and have excellent communication skills.
Responsibilities of the Quantitative Support Analyst (Dublin):
· Responsible for guiding clients, trading support personnel, and system administrators and assist them in their implementation and integration of pricing and risk analytics software solutions on Windows and Unix platform.
· Work through the support issues associated with all products and licensing. Escalate to financial engineers and development team when necessary.
· Provide direct support for clients using sophisticated pricing and risk management software.
· Assist project team in answering quantitative questions from clients.
· Develop in-depth knowledge of pricing analytics and risk management products.
· Build Excel / Cross Asset Integration Layer templates from user supplied term-sheets and deal descriptions.
· Contribute to customer support knowledgebase by creating canned solutions to common customer issues.
· Identify and assist in troubleshooting bugs in software
· Recreate customer environments where necessary to reproduce and analyse issues prior to escalation to development team.
· Provide software demo and training to clients.
Requirements of the Quantitative Support Analyst (Dublin):
· Master’s degree or its foreign equivalent in Mathematics, Financial Engineering or related degree, plus 2 years of experience with financial software applications.
· 2 years of experience with pricing derivative instruments (both exotic and vanillas) across Asset classes FI/CC/INF/CR/EQ/FX/CMDTY using modeling techniques, stochastic processes, numerical methods, and risk management techniques including parametric, historical, and Monte Carlo VaR, credit exposure.
·2 years of experience with financial modeling, financial mathematics, or quantitative/engineering related research utilizing stochastic calculus, numerical linear algebra, real analysis and probability, Monte Carlo method, and time series analysis.
· 2 years of experience in a client facing role.