Responsibilities
- Research and design innovative quantitative solutions tailored for OTC derivatives and exchanged traded options.
- Explore and leverage cutting-edge Artificial Intelligence and Machine Learning techniques for quantitative modeling purposes.
- Design and deploy pricing models and calibration tools for a spectrum of derivatives including Interest Rate, Equity, FX, and Commodity derivatives.
- Furnish comprehensive analysis and documentation elucidating methodologies, techniques, and discoveries.
- Investigate and manage large data sets.
- Explain model behavior, carry out scenario analysis, provide guidance and analytics.
Knowledge and Experience
- Extensive experience in a quantitative field.
- Creative, innovative, and passionate about quantitative research and modeling.
- Hard worker and team player, highly self-motivated in learning and applying new techniques.
- Ability to solve real world business problems using quantitative and computational techniques.
- Ability to implement algorithms in multiple computing environments and languages.
- Strong oral communication and documentation skills.
- Strong C++ programming skills required.
- Experience working with FX or Equities required.
- Degree or above in math, physics, finance or similar quantitative fields required.
- Strong understanding of financial markets, options, and asset pricing and modeling preferred.
- Additional work experience in financial industry using C#, EXCEL, Python, MATLAB advantageous.
