- Develop and maintain sophisticated mathematical models to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals
- Improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide
- Collaborate with risk functions to develop models for market and credit risk the bank is exposed to, across various lines of business
- Build cutting-edge methodologies and infrastructure to implement our models in production
Required qualifications, capabilities, and skills
- You have a degree in engineering, financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields and have strong quantitative, analytical and problem-solving skills
- You have a strong background in the following topics - calculus, linear algebra, probability, and statistics
- You demonstrate proficiency in at least one of the object-oriented programming languages, like C++ or Java, and are good at Python
- You have knowledge of data structures and algorithms
- You can work independently as well as in a team environment
- You think strategically and creatively when faced with problems and opportunities
- Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
- Preferred qualifications, capabilities, and skills
- Markets experience and general trading concepts and terminology is useful to be familiar with
- Knowledge of different types of financial products and asset classes like Fixed Income, Credit, Commodities, Equities
- Background in computer algorithms, python, and specialization (or significant coursework) in low level systems (operating systems, compilers, GPUs, etc.)
- Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing would be a plus
