Junior Quant Engineer

Main Tasks:

- Maintain and enhance pricing libraries as well as build and support tools based on these libraries.

- Design and implement new financial models (involving volatility, correlation, etc.) based on business requirements and regulations

- Perform quantitative engineering to help trading manage the valuation and risks of their books

Technical Skills:

- Masters or PhD degree in Mathematics, Statistics, Finance, Physics or Engineering

- Experience in programming

- Research mind set with attention to details

- Good understanding of Computer Science: algorithms, complexity, etc

- Knowledge/experience in python with standard libraries (numpy, pandas…) and ideally also knowledge in Linux and Git/Version control

Language Skills:

- English – Expert

Soft Skills:

- Enjoy programming challenges

- Able to explain complex conce...