Responsibilities
? Research and design innovative quantitative solutions for exchanges and clearing houses
? Develop and implement pricing models and calibration tools for Interest Rate, Credit, Equity, Commodity and FX derivatives.
? Provide detailed analysis and documentation of methods, techniques, and findings
? Investigate and manage large data sets
? Explain model behavior, carry out scenario analysis, provide guidance and analytics
Knowledge and Experience
? Master’s Degree or above in Math, Finance, Physics or similar quantitative fields required, a PHD is preferred
? 4+ years of work experience in a quantitative field preferred
? Creative, Innovative, and Passion in quantitative research and modeling
? Hard worker and team player, highly self-motived in learning and applying new techniques
? Ability to solve real world business problems using quantitative and computational techniques
? Ability to implement algorithms in multiple computing environments and languages
? Strong oral communication and documentation skills
? Good C++, C# and Matlab programming skills required
? Strong understanding of financial markets, options, and asset pricing and modeling preferred
? Work experience in financial industry using C++, C# , EXCEL, VBA and Matlab preferred