Junior Quant Engineer

Main Tasks:

• Maintain and enhance pricing libraries as well as build and support tools based on these libraries.

• Design and implement new financial models (involving volatility, correlation, etc.) based on business requirements and regulations

• Perform quantitative engineering to help trading manage the valuation and risks of their books

Technical Skills:

• Masters or PhD degree in Mathematics, Statistics, Finance, Physics or Engineering

• Experience in programming

• Research mind set with attention to details

• Good understanding of Computer Science: algorithms, complexity, etc

• Knowledge/experience in python with standard libraries (numpy, pandas…) and ideally also knowledge in Linux and Git/Version control

Language Skills:

• English – Expert

Soft Skills:

• Enjoy programming challenges

• Able to explain complex concepts and processes in...