Quant Analyst, Quant Finance Engineer

Responsibilities:

The person will be involved providing design and delivery capability of financial modeling solutions.

Requirements:

- Risk Modeling and Computational Skills:

Interest Rate, Credit Derivative, or Energy Derivative modeling;

Monte Carlo simulation methods;

Numerical algorithms for partial differential equations;

High-dimensional numerical optimization methods;

Parallel computation;

- Familiarity with at least one risk/trading application;

- Appreciation of trading, cross asset class traded products and risk assessment and management techniques;

- At least 3 years experience working with an Investment Banking or Asset Manager FO/MO trading system or asset management system;

- Fluent English;

- An advanced degree in Finance or in Mathematics, Computer Science, Physics, or Engineering, will be a plus.

Benefits Package:

- Competitive salary ($1500 - $2500)

- Flexible schedule

- Health insurance

- 20 workdays vacations

- Fast career growing, possible ability to work onsite