We are looking for candidates with a strong mathematical and derivatives analytics background to apply their skills to the development of Calypso’s Quantitative analytics. This is a tremendous opportunity to work in a Front Office team that comprises FO traders, quants and risk specialists and will involve developing and implementing complex financial models for the use by trading desks.
Skills & Requirements:
- Up to 8 years of experience working as a quantitative analyst developing derivatives analytics.
- A strong mathematical background with a Masters or PhD or equivalent in Math/Physics/Engineering from a top institution.
- A good understanding of stochastic calculus
- Strong programming/OO skills (Java or C++)
Responsibilities:
- Design and implement quantitative analytics to be used throughout the Calypso system
- Interact with our product managers and external clients to promote best practice quantitative analytics used by Risk and the Front Office
- Develop using Java throughout together with a robust Junit framework and Excel/Matlab/Python for prototyping purposes
- Based in our London office
by via developer jobs - Stack Overflow
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