Quantitative Trading & Research, Equity Derivatives Exotics, Analyst

What you'll do

• Develop a framework for derivative products including lifecycle management and model validation using Python.
• Model derivative products using a C++ and Python hybrid programming approach.
• Drive payoff innovation by applying machine learning techniques to the product design framework.
• Streamline product reviews and provide clear documentation to facilitate model approvals.
• Evaluate quantitative methodologies and monitor model risks associated with derivative valuation.
• Explain model behavior and identify major risk sources in portfolios to support trading activities.
• Carry out scenario analyses to assist with trading and risk management.

What we're looking for

• Master degree in a quantitative field from a top university.
• Strong programming skills in C++, Python, and numerical packages.
• Experience with statistical analysis and machine learning.
• Experience with derivatives pricing models and equity derivatives products.
• Solid understanding of Monte-Carlo simulation and finite-difference PDE in derivative pricing.
• Prior experience in a front-office quantitative research role.
• Experience or good knowledge in dependency-graph programming.
• Knowledge of risk management frameworks and regulatory requirements (preferred).