Overview
Key Project Responsibilities:
– Develop and enhance derivative pricing models for the asset classes.
– Collaborate closely with Traders, Risk and Structuring Teams.
– Collaborate with other Quants to ensure robust software design, implementation, and performance optimization.
– Design, develop, test, and document models.
Role Requirements:
– Development experience in derivative pricing models in at least one asset class Equity, Rates, Commodity, FX, Credit.
– Proficiency in probability theory, stochastic processes, statistical/economic modeling, partial differential equations, and numerical analysis.
– Experience working with pricing models & methodologies.
– Demonstrable coding experience in C++, Python or others.
– Strong communication and latex documentation skills.
– Front office experience is preferred
Education Background:
– Advanced degree in a quantitative field – BSc or MSc in Mathematics/Statistics/Quant Finance, Engineering, Computer Science is preferred.