Design and implement quantitative tools and services to support our derivative trading desks (with an emphasis on FX and Fixed Income); Work on the implementation of derivative pricing models and their integration into our risk management systems; Contribute to projects that span multiple teams and stakeholders; Coordinate with Risk and IT departments for validation and integration
Requirements:
Ph.D. or Master’s degree in a quantitative discipline (Mathematics, Physics, Engineering or Quantitative Finance); Strong knowledge of financial mathematics, probability theory and stochastic calculus; Strong programming skills in at least one compiled language; good knowledge of Scala and the Java ecosystem would be a plus; Relevant professional experience in a similar role, preferably in a bank or hedge fund company; Excellent oral and written communication skills in English, German would be a plus; Strong team player, proactive and hands-on attitude, ability to deliver on time and work under pressure
Text:
Quantitative Analyst (f/m/d) Design and implement quantitative tools and services to support our derivative trading desks (with an emphasis on FX and Fixed Income); Work on the implementation of derivative pricing models and their integration into our risk management systems; Contribute to projects that span multiple teams and stakeholders; Coordinate with Risk and IT departments for validation and integration Ph.D. or Master’s degree in a quantitative discipline (Mathematics, Physics, Engineering or Quantitative Finance); Strong knowledge of financial mathematics, probability theory and stochastic calculus; Strong programming skills in at least one compiled language; good knowledge of Scala and the Java ecosystem would be a plus; Relevant professional experience in a similar role, preferably in a bank or hedge fund company; Excellent oral and written communication skills in English, German would be a plus; Strong team player, proactive and hands-on attitude, ability to deliver on time and work under pressure
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