Head of Quant
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Job Location:
Monthly Salary:
Posted on:
10 hours ago
Vacancies:
1 Vacancy
Job Summary
Were seeking a skilled Quant Developer to design develop and implement quantitative models for derivatives pricing risk management and calibration. The ideal candidate will have expertise in quantitative finance programming and software development.
Key Responsibilities:
- Develop and implement quantitative models for derivatives pricing risk analysis and calibration
- Collaborate with traders risk managers and other stakeholders to understand requirements and deliver solutions
- Write efficient scalable and well-documented code in languages such as Python C or MATLAB
- Implement and validate pricing models risk metrics and calibration algorithms
- Analyze and optimize existing models and algorithms to improve performance and accuracy
Requirements:
- Strong background in quantitative finance mathematics or physics
- Proficiency in programming languages (Python C MATLAB etc.)
- Experience with derivatives pricing risk management or quantitative calibration
- Knowledge of financial markets instruments and regulations
Key Skills
- Marketing & Promotions
- Attorney At Law
- Jni
- Airlines
- Art
