Quantitative Analyst / Developer
FIS is a global leader in financial services technology, with a focus on retail and institutional banking, payments, asset and wealth management, risk & compliance, consulting and outsourcing solutions. Through the depth and breadth of our solutions portfolio, global capabilities and domain expertise, FIS serves more than 20,000 clients in over 130 countries. Headquartered in Jacksonville, Fla., FIS employs more than 53,000 people worldwide and holds leadership positions in payment processing, financial software and banking solutions. Providing software, services and outsourcing of the technology that empowers the financial world, FIS is a Fortune 500 company and is a member of Standard & Poor’s 500® Index.
FIS has strong ability in fields of both financial and physical commodity risk management. Aligne – trading and risk management for commodity trading – is providing strong support for financial and specific gas and power physical risk requirements. Another FIS product - XDM – is a portfolio management and optimization tool for gas and power energy systems and provide comprehensive portfolio optimization for physical assets. The role of the quantitative analyst / developer is to help develop, maintain and support our calculation engine – in both Aligne and XDM - which is a highly engineered product capable of conducting complex risk and optimization calculations. Our team has to provide the financial engineering skill set capable of maintaining, supporting and developing this calculation engines.
- Development of mathematical models for the efficient pricing of complex physical & financial products, for the evolution of future market and credit events, for regulatory calculations and for the calibration of risk models.
- Maintaining and developing complex energy assets including physical purchase & sales of energy commodities, power plants, natural gas storage, power transmission and gas pipeline transportation.
- Support of the sales process to prospects and development of our relationships with clients.
- Verification of existing models.
- Communication with clients to explain methodology and prove correctness of calculations.
- Presentation of your quantitative ideas and participation in discussions regarding financial engineering.
- Exceptional mathematical ability
- Solid software engineering skills
- Understanding of VaR, PaR and PFE calculations
- Strong financial risk management business understanding
- Bachelor’s degree in science, preferable Mathematics
- English language proficiency
- Programming skills with focus on C++
- Knowledge of optimization models, specifically for energy assets would be an advantage
- Working knowledge of treasuries bonds and zero-curves would be an advantage
Our recruitment process will assess the following competencies:
- Mathematical skills
- Problem solving skills
- Familiarity with the theory / math behind VaR and PFE calculations
- Communication skills, both internal and with customers
- Software engineering skills
- Ability to work as part of a team or alone making a strong contribution in either scenario
- Conscientiousness balanced with the demands of the business
The successful candidate will be confident in their mathematical skills, financial engineering ability, desire to use technology to solve complex problems and wish to develop a comprehensive understanding of quantitative financial risk management.
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Deadline for applications: 24.11.2018.