Position: Principal Consultant for Adenza Inc. in New York, NYDuties: Advise clients on financial methodologies, system implementation and project management, and ensure clients maximize the value added from licensing our proprietary systems. Instruct clients on system and market best practices, determine system parameters to match design requirements and build the base framework to generate multiple reports including position and risk management, Profit and Loss (P&L) monitoring, deal confirmation and regulatory reports. Lead project scoping, design solutions based on requirements with the client. Assist clients with resource estimations, determining project scope, timelines and project management. Evaluate clients' financial information and system requirements to optimize their existing financial software that uses mathematical modeling and Adenza Front Office applications. Assess, adapt and use large amounts of data (market data, zero curves, probability curves, correlation matrices, dividend curves, pricing parameters and trade capture options, etc.) as well as general multi-factor scenarios to capture market risk, credit risk, and P&L. Assist clients in identifying functional gaps in their core Front Office Suite, create detailed solutions/specifications for the gaps, and determine whether those functional enhancements are needed to be implemented by core Adenza development or by client's own implementation team. Identify, refine and analyze functional and business specifications to transform raw and derived market data into Adenza 's practical system capabilities based on internal Adenza guidelines and best practices in banking. Collect, review and customize clients' financial metrics and their market data to transfer and/or rewrite them onto Adenza pricing and risk framework. Facilitate client end users to validate the delivered solution, achieve signoff, and continue to move the system toward go-live. Diagnose reported issues by working in collaboration with cross-functional teams including Product Management, Customer Delivery, and Research & Development/Engineering to resolve and provide best solutions; and manage issues and track timeline of development deliverables and inform clients of progress. Requires: Master’s degree in Statistics, Finance, Mathematics or related field of study (willing to accept foreign education equivalent) plus three (3) years of experience analyzing large data sets to provide financial and regulatory solutions or, alternatively, a Bachelor’s degree in Statistics, Finance, Mathematics or related field of study (willing to accept foreign education equivalent) and five (5) years of experience analyzing large data sets to provide financial and regulatory solutions. Specific skills/other requirements - Must also possess the following (quantitative experience requirements not applicable to this section): trading conventions and position keeping of various asset classes including Foreign Exchange (FX), Fixed Income and Money Market (FI/MM), Interest Rate Derivatives (IRD), FX Derivatives (FXD), Credit Derivatives, Equities, and Equity Derivatives, Commodities and Commodity Derivatives; performing Pricing and Valuation of linear and optionality-based financial instruments and P&L computation and explanation; assessing, adapting and using large amounts of data leveraging expertise in trading conventions, interest rate Curve bootstrapping, and interpolation mechanisms, Volatility stripping, and interpolations (SVI, SABR etc.); and using financial derivatives pricing algorithms such as Black -Scholes, Binomial Trees, Finite difference methods, Local vol and greeks; leveraging Value at Risk and Credit risk Market risk algorithms, and assessment methodologies such as Uncleared Margin rules and Regulatory compliance guidelines to perform financial risk assessment; and identifying, refining, analyzing functional and business specifications to transform raw and derived market data system capabilities based on regulatory guidelines. Submit resume to [email protected]. Reference Position Number: 110305/000117. Salary: $153,690-$170,000

　　Minimum Salary: 153,690Maximum Salary: 170,000Salary Unit: Yearly