Job Purpose
Leverage your strong background in stochastic calculus and probability theory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library.
Responsibilities
Quantitative Research: Lead research efforts in advanced pricing, volatility, and risk models.
Model Implementation: Translate sophisticated mathematical models into robust, production-level code—primarily in C++.
Collaboration : Work across multiple business lines, ensuring models meet both research needs and operational demands.
Knowledge and Experience
Master’s or PhD degree in Computer Science, Mathematics, Statistics, or a related field.
Expertise in advanced mathematics (stochastic calculus, probability theory)
Exceptional quantitative and analytical skills.
Extensive experience in C++ and Python
Strong verbal and written communication skills in English.
Preferred
- Work experience in options pricing theory
- Work experience in Data Analytics and Machine Learning
- 3 Years of experience in a related field.
