Location: Christchurch / Canterbury, Christchurch
Position: Finance, Financial Analysis
The Kiodex development team in Christchurch has a new role for a Financial Engineer who has an in-depth knowledge of financial pricing theory and a few years experience in a modeling role in a financial environment.
Kiodex Risk Workbench is an application used by market participants to manage their exposure to the commodities markets.
Responsibilities of the role include:
Creating mathematical models for pricing derivatives in commodities - crude oil, natural gas, refined petroleum products, electricity, precious and base metals, freight, emissions and occasionally for other asset classes - foreign exchange, fixed income.
Creating new mathematical models, extending existing mathematical models
Coding in Java
Creating tests for models, both at the unit level (in code) and where appropriate at the user level (spreadsheet)
Creating documentation white papers
Interacting with customers, promoting understanding within the organization
and internal modeling presentations
Required skills
Doctoral degree or equivalent in a technical field - physics, mathematics, engineering
Intimate knowledge of financial pricing theory
Full understanding of standard risk management metrics: delta, gamma, vega, theta, rho, and second order effects
Intimate working knowledge of object oriented coding concepts
Clean coding style
Ability to communicate clearly and at the appropriate technical level given the audience
Additionally it would be an advantage if you had experience in at least one of the following commodities areas trading, risk management, modeling or business analysis
The position requires spending 3 to 4 months of training and working at Kiodex headquarters in New York.
SunGard Kiodex based in New York provides Web-based risk management, financial reporting and accounting solutions for some of the worlds largest banks, hedge funds, and commodities traders throughout the US, Europe, and Asia.
SunGard, our parent organisation, is one of the world's leading software and IT companies serving more than 25,000 customers in more than 50 countries, including the world's 50 largest financial services companies.