Quant Support Analyst

<div class="content-intro"><div><span style="font-family: helvetica, arial, sans-serif; font-size: 12pt;">Since our founding in 1996, Numerix has been at the vanguard of financial technology, providing quantitative analytics and software that redefine pricing and risk management across the financial markets. Through recent strategic acquisitions, Numerix has further strengthened its leadership position, empowering financial institutions worldwide to transform risk into opportunity with confidence. As AI reshapes capital markets technology, Numerix is focused on combining the speed and flexibility of AI with the deterministic, auditable, and governed calculations that financial institutions require.</span></div></div><p><span style="font-size: 12pt;">As part of the Numerix Global Support Team, the <strong>Quantitative Support Analyst</strong> 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.</span><br><br></p>
<p><span style="font-size: 12pt;"><strong>What You'll Do:</strong></span></p>
<ul>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">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.</span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">Investigate through quantitative related support issues and provide configuration suggestions as well as answer quantitative questions from clients.</span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">Build Excel / Cross Asset Integration Layer templates from user-supplied term-sheets and deal descriptions.</span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">Contribute to Numerix customer support knowledgebase by creating canned solutions to common customer issues. </span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">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. </span></li>
</ul>
<p><span style="font-size: 12pt;"><strong><br>What We're Looking For:</strong></span></p>
<ul>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">Finished MSc degree or its foreign equivalent in Mathematics, Financial Engineering, or related degree.</span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">Knowledge of vanilla typed derivates and Black Scholes model.</span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">Knowledge of pricing derivative instruments across asset classes.</span></li>
</ul>
<p><span style="font-size: 12pt;"><strong><br>Extra Credit:</strong></span></p>
<ul>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">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.</span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">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.</span></li>
<li style="font-size: 12pt;"><span style="font-size: 12pt;">Previous client-facing experience.</span></li>
</ul>
<p><span style="font-family: helvetica, arial, sans-serif; font-size: 12pt;"><strong><br>Where You’ll Work:</strong></span></p>
<p><span style="font-size: 12pt; font-family: helvetica, arial, sans-serif;">This role is open to all successful candidates in Tokyo, Japan.<br><br></span></p>
<p><span style="font-size: 12pt; font-family: helvetica, arial, sans-serif;"><strong>An important note on salary:</strong></span></p>
<p><span style="font-size: 12pt; font-family: helvetica, arial, sans-serif;">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.<br><br></span></p>
<p><span style="font-size: 12pt; font-family: helvetica, arial, sans-serif;"><strong><em>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.</em></strong></span></p>
<p> </p>
<p> </p>
<p> </p>
<p> </p>