- Work within Repo IT team that handles Repo analytics and risk management processes for the desk.
- The projects will include pricing of Repo curves, mark to market, PnL and PV01 calculation along with the related day-to-day support and maintenance.
- レポITチームで担保権実行についての分析とリスクマネジメントを行う。
- 日々のサポートとメンテナンスに従い、担保曲線の価格設定、値洗い、損益計算、そしてPV01の計算を行う。
- B.S. in math, physics or computer science
- Applicants must have 3-5 years experience in Investment Banking, Securities, Investment Management etc
- OS: Linux, Solaris …
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