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quantitative finance and risk management
Ref No.: 16-00239
Location: nyc, New York
quantitative finance and risk management
Responsibilities:
(1) Take a lead role in all aspects of software development, including architecting and design, coding, testing, and writing clear and concise documentation,
(2) Develop new analytical reporting and other risk reporting tools,
(3) Provide leadership and mentoring to junior developers,
(4) Work with the model vetting team and other oversight bodies to have analytical reporting tools approved for financial reporting use,
(5) Educate users and potential users on FRM's analytical reporting tools,
(6) Provide software troubleshooting services in a time-sensitive environment,
(7) Participate in the review and development of various risk methodologies and reports,
(8) Participate in ad-hoc projects


Knowledge/Skills/Competencies/Education:
Education and Experience Requirements
University degree in Computer Science or a quantitative field (e.g., Engineering, Actuarial Science, Statistics, etc.); an advanced degree is an asset.
Several years business analysis and/or technical analyst experience in application management environment
Strong technical and investment business knowledge, with 5+ years of hands-on experience as a business/systems analyst in application development.
Strong background in quantitative finance and risk management (CFA, PRM, or equivalent experience). Candidate should understand management concepts (VaR, CTE, greek sensitivities, DV01, CS01, and duration). Technical Skills
Strong programming experience in C++, C# .NET application, SQL, VBA, EXCEL, ACCESS, SQL SERVER, Matlab, Qlikview, scripting tools and/or other technology stacks.
Experience developing automation and reporting tools using SQL Server (stored procedures, SQL Server Integration Services).
Experience with formal software development life cycle (Iterative, RAD, Agile)
Experience writing formal system requirement, design, and testing documentation Management and Personal Effectiveness
Excellent analytic and problem solving skills.
Excellent communication and documentation skills
Ability to build strong working relationships with, various business unit(s), and other IS departments across Manulife.
This individual must be a self starter, and comfortable working in a fast paced complex environment with time-sensitive deliverables

Problems/Challenges:
1. This role involves interacting with multiple business units and understanding their modelling and systems requirements. Business users may not be able to articulate their requirements in a technically precise manner. These requirements will need to be conceptualized in terms of an analytic solution and a system implementation that solves a business need.
2 Complex systems development needs to be done in a meticulous manner to ensure correctness.
3. Complex systems development needs to be completed in a timely manner to meet business and regulatory requirements. Pragmatic judgment must be used to balance model complexity and business requirements, Complex systems requirements and implementation proposals needs to summarized and communicated in a manner that can be understood by diverse audience of business users and senior managers, with varying technical skills.