Develop analytics libraries for pricing and risk-management
Create and implement quantitative models
Leverage mathematical and computer science methods
Develop analytics libraries used for pricing and risk-management
Job Summary
Develop analytics libraries used for pricing and risk-management.
Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools.
Collaborate closely with Traders, Structurers, and technology professionals, and work in close partnership with control functions.
Matching Summary
Develop analytics libraries used for pricing and risk-management.
Skills & Requirements
Must-have
Develop analytics libraries for pricing and risk-management
Create and implement quantitative models
Leverage mathematical and computer science methods
Develop pricing models using numerical techniques
Collaborate with Traders, Structurers, and technology professionals
Assess risk/reward of transactions
Nice-to-have
Build a culture of responsible finance
Adhere to firm's Code of Conduct
Demonstrate proper consideration for firm's reputation
Key Requirements
6-10 years of experience in quantitative modeling or analytics
Technical/programming skills: C# .Net, SQL, C++
Exposure to Market Data
Statistics and Probability based calculations
Software design and principles
Product knowledge, Investments and Quantitative Methods