Quant Trading - FX/Equity/Derivatives/FI

Quant Trading - FX/ Equity/Derivatives/FI

Role Context (The environment and operating conditions of the role including the extent of guidance and authority)

Provide support of product development tasks :

- Develops new products with their appropriate model, model calibration tools and risks.

- Develops and maintains complex products such as Vol Caps, Quantitative Investment Strategies, Collateralized Loans, new one-off trades

- Defines model reserves methodologies in collaboration with Product Control and Trading. Monitors these reserves. Contributes to their industrialization

- Develop and maintain a testing framework for new products and models

- Day to day support / Bugs fixing

- Assist in the release of the Quant libraries and tools

- Assist in deploying the product development tools to users

Knowledge & Experience / Qualifications (For the role - not the role holder. Minimum requirements of the role.) :

- A degree based on Mathematical Finance from a top tier university

- Experience in model development in derivatives (at least 2 years)

- Advanced C++ (at least 5 years)

- Scripting and Python experience

- Excellent communication and problem solving skills

- Strong technical skills

- Excellent verbal and written communication skills with very strong analytical skills.

- Motivated and a quick learner

- Attention to detail and ability to ensure that information is captured in a timely manner