The job holder is a part of the Quantitative research team for the Capital Market activity.
The job holder’s primary task is to help develop the Equity Derivatives trading activity through the delivery of analytics. Since the team is working for all asset classes, the job holder will have to work for another asset class.
On a daily basis, the work consists of developing analytics in C# and integrating them into Excel.These analytics are the result of mathematical researches.These researches can be performed with other members of the teams and the result, apart from the production release, is a specific documentation for Risk Management validation.
Key Competencies & Qualifications:
- The job holder needs to have a strong qualification in Mathematical finance and also good competence in computation;
- They must have experience in C++ or C# as a coding language;
- They will be required to communicate with their team members and traders to whom they are providing the analytics and risk management validation on a daily base and must therefore have strong communication skills;
- They must have strong product knowledge and be very accurate and precise in their work ethic;
- At least 2 years of experience as a quantitative analyst (ideally 3 to 4 years) is required.