Quantitative Head - Risk Management & Pricing

Job Description:

- Understand Portfolio and Risk management of various Insurance Strategies (ISG/ISGI) and Credit Funds.

- Build analytical tools for risk analysis or develop software library that prices derivatives and calculates risks in C++/Python, designing efficient numerical algorithms and implementing high performance computing solutions.

- Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firms risk platform.

- Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from todays production staples to future disruptive innovations.

- Support end users of the library and communicate with desk-aligned quant teams and technology groups.

Preferred qualifications, capabilities and skills:

- You bring computer programming experience such as use of C++/Python.

- You demonstrate quantitative and problem-solving skills.

- Experience of financial markets and familiarity with general trading concepts and terminology.

- Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations.

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

- Youre attentive to detail and easily adaptable.

- Youre enthusiastic about knowledge sharing and collaboration.