university degree in computer science, preferably combined with additional courses in mathematics or mathematical statistics. Intermediate to strong understanding of basic combinatorics, statistics, and probability theory. Know how to create simulators using random number generators that can execute a large number of iterations as time efficiently as possible and more »
management responsibilities - performance reviews and feedback.Desirable skills/Preferred Qualifications:· Experience working with cloud integrations, preferably AWS.· Strong analytical and numerical skills (e.g., statistics, probabilitytheory, numerical methods, stochastic calculus).· Exposure to stress-testing and regulatory capital (e.g. FRTB) requirements for risk management systems.Purpose, Values and MindsetWe more »
Contribute to the development of the Analytics libraries Expertise expectation Expertise in pricing equity options and volatility modelling Requirement Passionate about Mathematics, Statistics, and ProbabilityTheory Expertise in Equity Options and Volatility 4+ years of professional experience Proficient in either Python, Matlab, or C++ Excellent academic record more »
