Offer summary

Qualifications:

A degree in mathematics, computer science, physics, or a related field., Strong programming skills in Python, C++, or Java., Familiarity with quantitative finance concepts, including stochastic calculus and Monte Carlo simulations., Experience with derivative pricing models such as Black-Scholes or binomial trees..

Key responsabilities:

Develop and implement pricing models for derivative products like options, futures, and swaps.

Collaborate with traders and risk managers to ensure pricing model accuracy.

Write efficient and scalable code and maintain software infrastructure for the quantitative finance team.

Perform statistical analysis and backtesting to validate pricing models.

Job description

This is a remote position.

We are seeking a highly skilled quantitative developer to join our team of talented professionals. The ideal candidate will have a strong background in mathematics, computer programming, and derivatives pricing models. As a Quantitative Developer, you will be responsible for developing and implementing sophisticated pricing models for a wide range of derivative products, including options, futures, and swaps. You will work closely with our team of traders and risk managers to ensure that our pricing models accurately reflect the behavior of financial markets.

Key Responsibilities:

Develop and implement pricing models for a variety of derivative products, including options, futures, and swaps.
Collaborate with traders and risk managers to ensure that our pricing models are accurate and reflect the behavior of financial markets.
Write efficient and scalable code in languages such as Python, C++, or Java.
Build and maintain the software infrastructure that supports our quantitative finance team, including data pipelines and trading platforms.
Perform statistical analysis and backtesting to validate the accuracy of our pricing models.
Stay up-to-date with the latest developments in quantitative finance and incorporate new techniques and approaches into our pricing models.

Requirements

A degree in mathematics, computer science, physics, or a related field.
Strong programming skills in languages such as Python, C++, or Java.
Familiarity with quantitative finance concepts, including stochastic calculus and Monte Carlo simulations.
Experience with derivative pricing models, such as Black-Scholes or binomial trees.
Excellent analytical and problem-solving skills.
Ability to work independently and as part of a team.
Strong communication and interpersonal skills.

If you are a highly motivated and talented quantitative developer with a passion for derivatives pricing, we encourage you to apply for this exciting opportunity.

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