Job Description / Tasks
We are looking for someone who loves to:
Apply mathematical models to real-world scenarios
Solve complex and abstract mathematical problems to optimise pricing and manage risk
Analyse trading patterns to identify new market opportunities
Work with highly talented people in an exciting, multinational environment
Do great work, and inspires people around them to do the same
Get things done in a no-nonsense manner
Work without bureaucracy and hierarchy
Learn and improve, day in and day out
To excel in this role, you must have:
An advanced university degree in physics, financial engineering, or mathematics
Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation, differential equations, econometrics, and statistical modelling
Expertise in the application of object-oriented programming languages (C++, Perl, and Java), coupled with the ability to produce high-quality code
Your role:
As our Quantitative Analyst, you will:
Develop derivatives pricing, as well as risk management models and algorithms using C/C++, R, MATLAB, Perl, Python, and Java
Review, develop, and enhance Perl, C++, and R codes used in options pricing, volatility forecasts, and risk management programs
Maintain accurate system pricing parameters
Perform data mining using SQL databases, R/S-Plus, OLAP, and other analytical tools
Monitor website trading activity and minimise abuse
Generate periodic and special reports that summarise client trading trends