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Quant support internship at Numerix

Joined
5/2/06
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An internship opening has been passed to us. If you are interested, please follow these 2 steps
  • Upload your resume HERE
  • Leave a message on this thread
A representative of Numerix will contact you directly if you are qualified.

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Numerix – Quant Support Intern
The Numerix support team is seeking interns for the 2nd tier support groups. The intern will assist the Numerix Support team in performing the following duties:

• Guide clients, trading support personnel and systems administrators in installation and integration of Numerix software on Windows and a broad range of platforms.
• Work with the financial engineers and development teams in a day to day environment for the creation of support documentation that incorporates both the Numerix Analytics as well as the Portfolio GUIs
• Provide direct support for clients using sophisticated pricing and risk management software.
• Identify and assist in troubleshooting bugs in Numerix software.
• Develop in-depth knowledge of Numerix CrossAsset interface products and Portfolio to troubleshoot user issues with full range of Numerix products.
• Build Excel templates from user supplied term-sheets and deal descriptions.
• Work in conjunction with Sponsor Customer to specify new functionality.
• Work as liaison between Customers and Internal Numerix teams (Sales, Quantitative Research, Quantitative Development, and Integration Development).
• Design and perform testing on models (calibration and pricing) across FI/CC/INF/CR/EQ/FX on Numerix Library (Excel/VBA), Numerix Toolkit (C/C++), and Numerix Portfolio (C#), and testing on model Greeks using Monte Carlo, etc.
• Design and perform QA testing on Numerix products, including Numerix CrossAsset and Numerix Portfolio.
Qualifications:
• Candidate for Masters Degree in Mathematics, Finance, Financial Engineering, Computer Science, or related field.
• Experience with Excel and VBA, C/C++/C# programming languages.
• Demonstrated knowledge of the following: derivative pricing models for both vanilla and exotic derivatives across FI/CC/INF/CR/EQ/FX; 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; and financial modeling, financial mathematics, or quantitative/engineering related research.
• Good to Excellent written and verbal communication skills.
• part-time up to 40hrs per week
• starts immediately and finishes at the end of May
• paid internship
• NYC location - 150 E 42nd St
 
I think this role seems more suited for computer science students and not for financial engineer. Even good comp science student won't prefer unless there is not other choice.
 
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