R&D: 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