The primary responsibilities of the role are:

• Model development and stress testing.
• Instrument valuation and pricing across all Equities and Fixed Income products (Exchange Traded and OTC)
• Maintenance of existing models
• Risk analysis and management
• Development of code for pricing models and risk models in Java
• Contribute to the development of Stress Testing methodologies.
• Assist and contribute to key projects in the organization.

Who we’re looking for:

• 5+ years in a quantitative role
• Must have a Ph.D. in mathematics, statistics, computer science or a related field
• Must have a M.S./Ph.D. degree in quantitative finance or quantitative mathematics
• Strong understanding of derivatives
• Exceptional knowledge of equities and rates products
• Strong coding experience in Java, C++, Python, R and SQL
• Experience working on a trading floor with a large investment bank
• Excellent stakeholder engagement skills
• Publications