M
Quantitative Researcher
·Israel
Not specifiedFull-timeFinancial AnalyticsInvestment Management
Develop and maintain fixed-income and cross-asset pricing and risk analytics for the in-house pricing library. Build pre-trade analysis tools for Portfolio Managers. Enhance C++ financial analytics library and derivative pricing framework. Strong mathematical and programming background required.
Responsibilities
- Develop fixed-income and cross-asset pricing and risk analytics for the in-house pricing library.
- Develop pre-trade analysis tools for Portfolio Managers.
- Help maintain and enhance the C++ financial analytics library and derivative pricing and risk framework.
Requirements
- M.A. degree in a quantitative field (Math, Physics, Computer Science, or Electrical Engineering) with high grades; exceptional B.A. with 3+ years of relevant experience will be considered.
- 3 years of programming experience with good knowledge of complexity and data structures; C++ preferred, but Java or Python are acceptable.
- Strong analytical and mathematical skills.
- Very strong English written and verbal communication skills.
- Solid communication skills; ability to work independently in a fast-paced environment.
- Detail-oriented, organized, demonstrating thoroughness and strong ownership of work.
Nice to have
- Experience with financial mathematics and derivative pricing.
- Experience in the financial industry.
- PhD degree.