The candidate will join the Financial Engineer team that research, implements, prototypes, and supports enterprise pricing and risk systems. The primary role for this position will be to deliver innovative enterprise financial solutions in a peer reviewed environment to analyze daily and real-time market information, generate robust pricing models, and deliver industry leading risk systems for exchange traded and over-the-counter markets.
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.
Requirements: 1+ years of work experience in a quantitative field preferred.
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.
Good C++ programming skills 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 and MATLAB preferred.
This position is open to all candidates.
