Found Description
Job Overview
Do you love an intellectual challenge? Are you dedicated to quality technical design and keen to solve problems?
Responsibilities
- Develop and extend models, algorithms and tools for the risk management and valuation of the trade portfolio across a wide range of FX/PM option products (incl. multi-currency)
- Quickly relate to and analyze business problems, with the aim to find and implement innovative and high‑quality technical solutions
- Frequently interact with trading desks and other model users to understand their demands and to identify modelling improvements.
- Collaborate closely with stakeholders in front‑office, IT and control functions to successfully deliver on business and regulatory requirements
Qualifications
- Academic background in a quantitative field (mathematics, physics, engineering etc.) – PhD/Masters level preferred
- Proficiency in C++ programming (P...
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