| Job Description: |
Banks are facing extraordinary challenges. Competition for customers is fierce, products are commoditized, margins are shrinking, transaction volumes are increasing and regulatory burdens keep growing. For Islamic banks, there is a need to quickly acquire a significant share of the burgeoning market for Sharia’h-compliant products and services.
At SunGard, we’re helping more than 800 banks in 70 countries to find new ways to solve these challenges. As a trusted partner, we’re helping our customers to future-proof their technology investments while they remain focused on their core competencies. We help banks to:
Attract and retain customers
Capture growth opportunities through innovation
Become more efficient
Comply with regulations Position Responsibilities
Apply mathematical theories and techniques to the solution of financial analysis problems. Develop mathematical, statistical, and computational methods, models, and algorithms for solving financial analysis problems, and for computational simulation, including Monte Carlo simulations. Perform computations and apply methods of numerical analysis, including Stochastic calculus to financial data to explore the consequences of each data set. Develop new principles and new relationships between existing mathematical principles to advance mathematical science and financial engineering concepts. Design, analyze, and program software code to perform calculations and interpret financial data. Conduct research to extend mathematical knowledge in traditional areas, such as calculus and finance. Position Requirements
Minimum requirements: Ph.D. in a quantitative field such as Mathematics, Physics, Statistics or similar and five years of experience independently designing, implementing, and testing complex mathematical algorithms for solving quantitative problems. Five years of experience independently designing, implementing, and testing object-oriented software for solving quantitative problems. Required skills include: C++ programming, Monte Carlo simulations, stochastic modeling, time series analysis, fast Fourier transform, ordinary differential equations (Runge-Kutta methods). No headhunters.
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