Quantitative Research, Exotics & Hybrids (Emerging Markets) - Analyst or Associate
Quantitative Research, Exotics & Hybrids (Emerging Markets) - Analyst or Associate
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Job Description
Our teams mission is to develop and maintain sophisticated mathematical models cutting-edge methodologies and infrastructure to value and hedge financial transactions as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide.
Job summary:
As anAnalyst or Associate within Quantitative Research Exotics & Hybrids (Emerging Markets) team youll contribute to the firms product innovation effective risk management financial risk controls. You will work closely with Exotics & Hybrids trading desks to develop pricing models and other quantitative trading models across a wide range of products and underlyings.
Job responsibilities:
Develop/Enhance pricers and implement them in C/Python for pricing and risk managing derivatives
Rapid prototyping of models and products; benchmark and compare results of various techniques
Explain model behavior and predictions to traders and controllers identify major sources of risk in portfolios carry out scenario analysis provide guidance/debug analytics
Write well-formulated documents of model specification and implementation testing
Required qualifications capabilities and skills:
You have Masters or equivalent degree in Engineering Mathematics Physics Computer Science etc. Relevant academic research publications
You demonstrate knowledge of any one of interest rates FX equities or credit products
You demonstrate quantitative and problem-solving skills as well as research skills; excellence in probability theory and numerical analysis
You demonstrate proficiency in codedesign and programming skills with primary focus on Python and C
You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs
You demonstrate excellent communication skills both verbal and written can engage and influence partners and stakeholders
Preferred qualifications capabilities and skills:
Knowledge of Emerging Markets
Required Experience:
IC
Employment Type
Full-Time
