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Entry Level Quantitative Research Position (Credit/Commodities/Interest Rates/FX/Equities/Hybrids)
This is a model development position and is typically aligned with a derivatives business or trading desk. The role affords the new team member opportunities to learn a particular business area and its product and models, while contributing to the model development and model support effort for that area.
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
Essentialskills, experience, and qualifications
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives) an advantage
This candidate will preferably have relevant quantitative research experience.