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Entry Level Quantitative Research Position – Cross Asset Class
My client has the need for an entry level graduate who is looking to take their first steps into industry within a quantitative environment. This is a great opportunity to have the freedom to focus on a mixture of asset derivatives or trading desks. The role offers the freedom to learn numerous business areas along with its product and models, while contributing to model development and model support effort for the areas.
Develop models and implement them in software for pricing and risk managing derivatives.
Develop pricing and calibration tools.
Benchmark and compare results of various techniques
Implement products using pricing engines and models
Explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
Rapid prototyping of models and products
Essential skills, experience, and qualifications:
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C++ / Python coding with emphasis on numerical methods
Good communication skills.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives) an advantage
Strong interest in trading and extracurricular involvement in societies
This candidate will preferably have relevant quantitative research experience.