As Vice President within the Quantitative Trading and ResearchEDG team, you will be focusing onpricing exotic products, designing hedging strategies, optimizing portfolios, and driving product innovation. We seek candidates with a strong educational background and relevant quantitative experience, valuing team playerswho are business-aware, passionate, and impactful.
Job Responsibilities
- Developing mathematical models for pricing, hedging and risk measurement of derivatives securities
- Identifying major sources of risk in portfolios, explain model behavior by carrying out scenario analyses, develop and deliver quantitative tools
- Assessing the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk
- Implementing risk measurement, valuation models or algorithmic trading modules in software and systems
- Designing efficient numerical algorithms and implementing high performance computing solutions
Required qualifications, capabilities, and skills
- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
- Good understanding of advanced mathematical topics like probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization
- Experience of codedesign and demonstrable programming skills in C++/Python or any other programming language
- Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
- Demonstrate good judgment - decision-making is your strong side
- Enthusiasm about knowledge sharing and collaboration
- Strong interpersonal skills required to communicate in a direct, succinct manner
Preferred qualifications, capabilities, and skills
- Knowledge of options pricing theory, equities markets, in particular equity derivative products and models, is a plus, but it's not strict requirement
- Relevant academic research publications a plus
