Responsibilities
- Support development, validation and support of quantitative models and methodologies
- Support implementation and development of quantitative solutions for risk management
- Support implementation and development of enhancements to Risk systems
- Support and help engage in innovative research tasks for the team
Knowledge and Experience
- Post graduate degree in financial engineering, mathematical finance or similar (MS or PhD required)
- Strong understanding of fixed income markets as well as credit and equity derivatives
- Direct experience in a quantitative or quantitative developer related role
- Direct scientific problem solving using quantitative focused software tools e.g., MATLAB, Python or VBA
- Minimum 1 years of professional experience using C#, Java, or C++
- Direct experience using retrieving data from structured databases (SQL/Oracle)
- Ability to work under pressure, formulate and articulate solutions and defend assumptions
- Ability to solve real world business problems using quantitative and computational techniques
- Strong ability to communicate technical ideas and concepts to colleagues outside the domain
- Strong analytical and organizational skills with acute attention to details
