Quantitative Developer

Role Description :

• Develop quantitative models in 3 areas Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments.
• Revenue analysis and modelling that governs new activity review, valuation adjustments and signoff of daily P&L for all of market making desks.
• Regulatory Capital models for key externally reported capital metrics that play a key role in determining forward-looking business strategies and decisions in an evolving regulatory landscape
• Provide ongoing testing and support for existing models.
• Documentation and quality control of models.
• Work in a dynamic, fast-paced environment that provides exposure to all areas of Finance
• Build strong relationships with business partners
• Identify opportunities for cross-divisional collaboration and reuse of common solutions
• Provide technical and functional guidance and leadership to junior members on a need basis
• PhD or Master’s degree in a quantitative field such as mathematics, physics, statistics or engineering

Skills and Experience :

• 2-4 years experience in financial modeling excellent command of mathematics, modeling and numerical algorithms.
• Exposure to machine learning and data science skills, and applications in finance is a plus.
• Strong programming skills and experience with an object-oriented programming language (such as C++, Python, or Java).
• Excellent communication skills including experience speaking to technical and business audiences and working globally.
• Comfortable with multi-tasking, managing multiple stakeholders and working as part of a team.