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Quantitative Researcher / Analyst {nabídka práce}

CZ - Prague
Other

Popis pracovní pozice

  • Design, develop and maintain our risk prototypes to facilitate cutting edge research with regards to pricing and risk methodology.
  • Consider and validate changes to our risk methodology and product valuation
  • Translate methodology concepts into business requirements and communicate these to development teams, internal and external stakeholders
  • Manage your own project priorities, deadlines and deliverables

Požadavky

  • Interest and ability to learn, collaborative working style
  • A PhD or equivalent experience in mathematics, physics, statistics, finance, engineering, or related discipline
  • Experience working with large, disparate datasets
  • Programming competency, preferably in C++ or Python
  • Very good written and spoken English skills

Preferred skills/qualifications – the following skills will be a plus:

  • Experience in quantitative modelling
  • Knowledge of numerical pricing methods (e.g. PDE solving, Monte Carlo, trees, integration).
  • Knowledge of numerical algorithms related to pricing and risk (e.g. multivariate minimization, root-finding, solving systems of equation, interpolators etc.)
  • Awareness of the practical side of advanced concepts, e.g. model calibration, volatility modelling, correlation modelling 

Mám zájem!

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