Quantitative Analyst (6 month contract)
Core
Full lifecycle development and maintenance of advanced mathematical models and pricing/risk management tools for trading and sales teams.
Role type
Quantitative Analyst (Contract)
Builds
In-house analytics library, pricing tools, risk management systems
Domain
Financial Markets / Capital Markets
Deliverable
production ML models | product features
Required skills
C++, Python, Excel/VBA, quantitative modeling, risk management systems, software development
Preferred skills
cross-asset capital market products, vanilla interest rate derivatives, FX models, front office software development, program management
Technologies
C++, Python, Excel, VBA
Responsibilities
Develop and maintain mathematical models, partner with trading/sales to design pricing tools, provide technical leadership for framework modernization, integrate tools into IT systems, contribute to Quant and Technology architectural vision
Seniority
Mid-level, hands-on IC
