Quantitative Researcher
Core
Develop fixed-income and cross-asset pricing and risk analytics, pre-trade analysis tools, and maintain C++ financial analytics libraries to support trading in Fixed Income, Commodities, Credit, and FX derivatives.
Role type
Quantitative Researcher (Quant Modelling)
Builds
In-house analytics and trader support tools for global hedge fund trading
Domain
Hedge Funds / Financial Derivatives
Deliverable
production ML models
Required skills
Probability, Statistics, Linear Algebra, Calculus, C++, Java, Python, Financial Mathematics, Derivative Pricing
Preferred skills
PhD degree, Experience in financial industry, Experience with financial mathematics and derivative pricing
Technologies
C++, Java, Python
Responsibilities
Develop fixed-income and cross-asset pricing and risk analytics; Develop pre-trade analysis tools for Portfolio Managers; Maintain and enhance C++ financial analytics library and derivative pricing and risk framework
Seniority
Mid-level (3+ years experience)