Job Summary:
Job responsibilities:
- Design and implement advanced valuation and risk management models
- Build production grade platforms for designing and back testing hedging strategies
- Drive product and model innovation with creative problem-solving
- Collaborate with traders and the quant team to solve problems and identify opportunities
- Leverage advanced machine learning frameworks for innovative solutions
Required qualifications, capabilities, and skills:
- You have experience in a derivatives quant role
- You have experience in a front-office derivatives trading environment
- You have outstanding analytical and problem-solving skills
- You have excellent written and oral communication skills
- You demonstrate strong coding skills.
- You have relevant qualifications and a deep understanding of derivatives pricing theory and standard models
Preferred qualifications, capabilities, and skills:
- You have professional Python/C++ development experience
- You demonstrate hands-on experience with machine learning