Cross Asset – Quantitative Technology Engineer

Technology · New York, New York
Department Technology
Employment Type Full-Time (US)
Minimum Experience Experienced

SoHo Dragon represents an investment bank with offices in midtown Manhattan. Our client is looking to hire a Cross Asset Quantitative Technology Engineer.

The Cross Asset quantitative technology engineer will be part of the NPE-IT team whose purpose is to support and develop the calculation platform providing analytics to Front to Back consumers.


  • Assist Market Risk, Product Control and IPV teams in understanding the numbers coming out of the Murex platform
  • Troubleshoot issues related to valuation and used business functions inside derivatives (EQD and FIC) IT solutions.

Business Solution Evolution


  • Support the evolution of the Capital Markets business solution from the analytics/calculation technology perspective catering to Risk and Finance
  • Work with front office IT, market/credit risk owners and product control owners to understand & implement:
    • New products/payoffs front to back
    • New functionalities within vendor packages (VaR, Sensitivities staging/reporting, Stress Testing, MLC)
  • Work with EQD/FIC quant, Model validation team and Risk analytics to support the implementation of new products/models within the Murex Calculation platform used at the bank.
  • Escalate problems proactively and ensure all stakeholders are kept aware of issues and their development.
  • Develop test plans for enhancements & new modules of vendor provided software. Work with users to certify enhancements.
  • Work with vendor to test & deploy enhancements to the Cross Asset Risk Platform
  • Define test cases and scenarios for quality assurance and execute test plans
  • Create and maintain a knowledge base, support scripts, documentation and procedures



  • 3+ years of experience developing solutions and supporting a Derivatives line of business ( IRD, FXO, EQD)
  • Deep understanding of derivatives dynamic behavior, Greeks.
  • Working knowledge in derivatives analytics allowing to engage with traders and quants.
  • Working knowledge of Market Risk practices (stress testing, VaR)
  • Knowledge of Murex core calculation modules (Pricing/Position management/risk management) – alternatively deep knowledge of a similar calculation platform.
  • Usage of SQL, experience in VBA, Python
  • Experience working on Risk Calculation platforms
  • Ability to multitask several ongoing issues. This involves the ability to assess priority and make appropriate decisions quickly and effectively.
  • Effective interpersonal skills and relationship-building skills.
  • Strong written and verbal communication skills.
  • Strong analytical and problem-solving abilities with keen attention to detail.
  • Self motivated and directed, with the ability to effectively prioritize and execute tasks in a high-pressure environment.


Thank You

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  • Location
    New York, New York
  • Department
  • Employment Type
    Full-Time (US)
  • Minimum Experience