Quat Developer

Title: Quantitative Developer

Location: (Remote)

Duration: 12 Month

RESPONSIBILITIES AND QUALIFICATIONS RESPONSIBILITIES:

Develop quantitative models in 3 areas Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments

Revenue analysis and modelling that governs new activity review valuation adjustments and signoff of daily P&L for all of market making desks

Regulatory Capital models for key externally reported capital metrics that play a key role in determining forwardlooking business strategies and decisions in an evolving regulatory landscape

Provide ongoing testing and support for existing models

Documentation and quality control of models.

Work in a dynamic fastpaced environment that provides exposure to all areas of Finance Build strong relationships with business partners Identify opportunities for crossdivisional collaboration and reuse of common solutions Provide technical and functional guidance and leadership to junior members on a need basis .

SKILLS AND EXPERIENCE:

WE ARE LOOKING FOR PhD or Masters degree in a quantitative field such as mathematics physics statistics or engineering

24 years experience in financial modeling

Excellent command of mathematics modeling and numerical algorithms.

Exposure to machine learning and data science skills and applications in finance is a plus.

Strong programming skills and experience with an objectoriented programming language (such as C Python or Java).

Excellent communication skills including experience speaking to technical and business audiences and working globally

Comfortable with multitasking managing multiple stakeholders and working as part of a team

Thanks & Regards

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