Functional Area:RK - Risk
The Market Risk Management team manages a $50+ billion multi-asset book with responsibilities that range from: hedging, model generation, and new product design. We need a talented quant developer with strong programming skills to join our team.
o Knowledge of and Experience in writing Matlab or similar matrix orientated (R/Python) code.
o Knowledge and experience in C/C++.
o Training/experience in numerical techniques and parallel computing.
o Experience writing code for numerically intensive computations.
o The candidate should have significant experience developing software for sale or for use outside the group of developers.
o He or she should also be able to demonstrate an ability to comment and document code to professional standards.
o Whilst not essential the candidate will ideally have some experience with and knowledge of financial derivatives and risk neutral pricing methods or a Master of Financial Engineering degree.
o The role is part of a multi-disciplinary team and will involve extensive discussions with other team members and writing reports for both technical and wider audiences. It requires an open individual who is keen to learn and has good communication skills.
o We use MS Excel extensively for basic statistical and mathematical analysis and for communicating data within the group and to other groups. MS Word and MS Powerpoint are also widely used for reports and presentations.
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At AIG, we believe that diversity and inclusion are critical to our future and our mission – creating a foundation for a creative workplace that leads to innovation, growth, and profitability. Through a wide variety of programs and initiatives, we invest in each employee, seeking to ensure that our people are not only respected as individuals, but also truly valued for their unique perspectives.