Quantitative Analyst, Derivatives Trading, GPS, 100% (f/m/d)
Core
Design, develop, and integrate advanced pricing and risk analytics solutions for global derivatives trading.
Role type
Quantitative Analyst (Derivatives Trading)
Builds
Scalable quantitative tools and services for trading and risk management
Domain
Financial Services / Derivatives Trading
Deliverable
production ML models
Required skills
Financial mathematics, probability theory, stochastic calculus, compiled languages, model implementation
Preferred skills
Scala, Java ecosystem, German language
Technologies
Scala, Java
Responsibilities
Design and maintain quantitative tools for derivative trading, implement and enhance derivative pricing models, collaborate with Risk and IT for model validation and production integration
Seniority
Mid-level, hands-on IC (via careerplan.io/jobs/18318-2-quantitative-analyst-derivatives-trading-gps-100-fmd-at-juliusbaer)