As part of the Numerix Global Support Team, the Quantitative Support Analyst will be a part of 2nd tier customer support to assist customers with the implementation of Numerix pricing and risk analytics software solutions. The ideal candidate will have excellent qualitative and quantitative skills with a high degree of proficiency in using Excel to solve financial problems; have a broad knowledge and understanding of mathematical models for derivatives pricing and financial risk management; have excellent communication skills.
What You'll Do:
- Responsible for guiding clients, trading support personnel, and system administrators and assisting them in their implementation and integration of Numerix pricing and risk analytics software solutions.
- Investigate through quantitative related support issues and provide configuration suggestions as well as answer quantitative questions from clients.
- Build Excel / Cross Asset Integration Layer templates from user-supplied term-sheets and deal descriptions.
- Contribute to Numerix customer support knowledgebase by creating canned solutions to common customer issues.
- Identify and assist in troubleshooting bugs in Numerix software. Recreate customer environments when necessary to reproduce and analyze issues prior to escalating to the development team.
What We're Looking For:
- Finished MSc degree or its foreign equivalent in Mathematics, Financial Engineering, or related degree.
- Knowledge of vanilla typed derivates and Black Scholes model.
- Knowledge of pricing derivative instruments across asset classes.
Extra Credit:
- 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.
- 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.
- Previous client-facing experience.
Where You’ll Work:
This role is open to all successful candidates in Tokyo, Japan.
An important note on salary:
The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.
Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.