A degree in Mathematical Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models , and the HJM framework . Strong programming skills in C++ (Visual Studio) , including knowledge of modern C++ More ❯
discipline Advanced coding and software design skills in any recognized programming language e.g. Python, Java, C++ Understanding of basic financial math concepts, e.g. BlackScholes pricing and strong interest in finance Excellent written and verbal communication skills High level of diligence and discipline Comfortable managing multiple stakeholders, demonstrating More ❯
a specific focus on Risk Platforms Extensive experience of working in modern Python Excellent CompSci Fundamentals needed! Deep knowledge of Risk Sensitivity, VaR, black-scholes etc. Experience leading and mentoring other developers Knowledge of scalability and performance Past experience working in the trading space is a distinct advantage More ❯
a specific focus on Risk Platforms Extensive experience of working in modern Python Excellent CompSci Fundamentals needed! Deep knowledge of Risk Sensitivity, VaR, black-scholes etc. Experience leading and mentoring other developers Knowledge of scalability and performance Past experience working in the trading space is a distinct advantage More ❯
a specific focus on Risk Platforms Extensive experience of working in modern Python Excellent CompSci Fundamentals needed! Deep knowledge of Risk Sensitivity, VaR, black-scholes etc. Experience leading and mentoring other developers Knowledge of scalability and performance Past experience working in the trading space is a distinct advantage More ❯
