Financial Analyst

Responsibilities:

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

Requirements:

- Previous working experience on the quant position is a must

- Having hands on expertise at least in a few following areas:

o FINANCIAL ENGINEERING:

Equities; Options; Longstaff–Schwartz framework; Risk Management; Interest Rate Derivatives; Credit Derivatives.

o QUANTITATIVE & COMPUTATIONAL FINANCE:

Optimization; Forecasting; Numerical Methods; Sobol’ sequences, Sparse Grids; Stochastic Analysis (Standard course — Ito, change of measure, martingales, etc.).

Programming languages:

o Substantial mathematical modeling and related software implementation experience;

o Some familiarity with C++ or Object Oriented Programming is desirable;

o Experience in using Matlab, Maple, or Mathematica is a plus.

Fluent English is required.

Benefits Package:

Competitive salary ($1500 - $2500)

Flexible schedule

Health insurance

20 workdays vacations

Fast career growing, possible ability to work onsite