Pricing and Analytics Support Analyst

City of London
£45000 - £60000 per annum + benfits and bonus
04 Apr 2013
02 May 2013
Natasha Vouckelatou
Full Time

Pricing and Analytics Support, Excel, SQL, VBA, Derivatives, Fixed Income, Financial Modelling

A financial software vendor, specialising in Pricing and Analytics, is looking to hire a support analyst.

The role is to work within the London office as a Support Analyst, supporting end users with queries relating to issues encountered during their use of the software products. The support person will be interacting directly with the customer, including acquiring and interpreting customers' structured deals either via Excel workbooks or SQL trade databases in an attempt to troubleshoot issues.

Skills and experience required:
* Graduate degree in Financial Engineering, Mathematical Finance or related field.
* 2 years of experience with financial modelling using Microsoft Excel.
* Experience with VBA, C/C++, C# and/or Java programming languages.
* Demonstrated knowledge of the following: derivative pricing models for both vanilla and exotic derivatives across FI/CC/INF/CR/EQ/FX/CMDTY; risk management techniques including parametric, historical, and Monte Carlo VaR, credit exposure, etc.; financial mathematics skills, including stochastic calculus, numerical methods for PDE, numerical linear algebra, real analysis and probability, Monte Carlo method, and time series analysis; financial modelling, financial mathematics, or quantitative/engineering related research.
* Experience may be gained before, during, or after degree. Experience may be gained concurrently.
* Excellent writing and interpersonal skills.

This is a permanent hire paying a base salary of up to £60000. If you are interested in this opportunity, please submit an updated CV.

Pricing and Analytics Support, Excel, SQL, VBA, Derivatives, Fixed Income, Financial Modelling

To find out more about Real, please visit us on