Quantitative Research, Exotics & Hybrids (Emerging Markets) - Analyst or Associate

Our team’s mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide.

Job summary:

As anAnalyst or Associate within Quantitative Research Exotics & Hybrids (Emerging Markets) team, you’ll contribute to the firm’s product innovation, effective risk management, financial risk controls. You will work closely with Exotics & Hybrids trading desks to develop pricing models and other quantitative trading models, across a wide range of products and underlyings.

Job responsibilities:

Develop/Enhance pricers and implement them in C++/Python for pricing and risk managing derivatives

Rapid prototyping of models and products; benchmark and compare results of various techniques

Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance/debug analytics

Write well-formulated documents of model specification and implementation testing

Required qualifications, capabilities, and skills:

You have Masters or equivalent degree in Engineering, Mathematics, Physics, Computer Science, etc. Relevant academic research publications

You demonstrate knowledge of any one of interest rates, FX, equities or credit products

You demonstrate quantitative and problem-solving skills as well as research skills; excellence in probability theory and numerical analysis

You demonstrate proficiency in code design and programming skills, with primary focus on Python and C++

You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs

You demonstrate excellent communication skills, both verbal and written, can engage and influence partners and stakeholders

 Preferred qualifications, capabilities, and skills:

Knowledge of Emerging Markets