Quantitative Risk Engineer for Structured Products
- Location
- City Of London, England, United Kingdom
acquire a range of knowledge of financial products generally. Responsibilities: · Maintain and develop our risk-engine, which is implemented in JavaScript/NodeJS and Java with an in-house library of functions. · Expose to various asset classes, including equities, foreign exchange, commodities, interest rates, inflation, credit defaults, etc., and review … Qualifications: · Degree in Mathematics/Statistics/Computer Science, or any quantitative subject. · Experience in coding in any programming language (preferably in JavaScript and Java). · Experience in building software architecture solutions, creating databases and API requests. · Knowledge in stochastic calculus, statistics, probability and numerical methods. · Experience in any academic ...