Job Description
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 concepts and processes in a clear and concise manner
• Be driven and adaptive in the search of ways to automate and improve c...
• 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 concepts and processes in a clear and concise manner
• Be driven and adaptive in the search of ways to automate and improve c...
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