Principal Financial Engineer
Senior FX Quantitative Analyst
Founded in 1997, Calypso Technology is a rapidly growing, profitable, privately-held company which provides leading edge software solutions to the global financial services industry. Our company was built and funded without venture capital investment, is debt-free, cash positive, and well positioned in the competitive marketplace.
Calypso provides a front-to-back Java-based platform for trading and trade processing and provides real-time, event-driven processing that enables global financial institutions to provide integrated solutions across all asset classes, from foreign exchange and equities to fixed income and credit derivatives.
Calypso provides software solutions to many of the major financial institutions including Citigroup, Dresdner Bank, HSBC, ING, Royal Bank of Scotland, Wachovia, Bear Stearns, Sumitomo Trust, BNP Paribas, Blackrock and Wells Fargo.
In addition to our headquarters in San Francisco, our 700+ person global workforce is strategically located in New York, London, Paris, Frankfurt, Sydney, Singapore, Tokyo and South Africa. Our global presence offers international exposure, experience and travel for many of our employment positions. The London office is in the City of London.
Job Description Overview
We are looking for a candidate with strong mathematical and programming background to join our global analytics team and lead our FX analytics efforts. The analytics team has presence in London, San Francisco, New York and Paris. This is a front office role and will involve developing analytics for use by our clients - banks, asset managers, hedge funds, insurance companies and exchanges. The role also provides an opportunity to manage more junior members of the team.
Skills & Requirements:
- 5+ years experience working as a quantitative analyst in FX Derivatives.
- A strong mathematical background with a PhD or equivalent in Math/Physics/Engineering from a top institution.
- Strong programming/OO skills (C++ or Java)
Calypso offers career development opportunities and a competitive compensation package, which includes a discretionary performance-based bonus and a comprehensive benefits package.
Calypso Technology is an equal opportunity employee (EOE) and strongly supports diversity in the workforce.