REQUIREMENTS

A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering;
Excellent programming skills (C++, Python, Java, R or other equivalent);
Data manipulation and database experience;
Interest in financial markets, economics and quantitative finance;
Experience of electronic markets, models and arbitrage strategies is not a prerequisite but a strong plus.

KEY RESPONSIBILITIES

Creating and implementing the mathematical models and strategies used for pricing and market making;
Support directly Trading, Sales and Structuring on a day-to-day basis by helping analyse specific trades/risks and applying the optimal pricing model;
Pricing, risk management and relative value for flow, exotic and primary desks;
Assessing the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations;
Responsible for best practices for PnL Explain and Predict globally;
Involvement in key transversal regulatory topics such as FRTB or MIFID II;
Interaction with risk teams for market risk capital models such as VaR, Stressed VaR, IRC, CRM or IMM.