Responsibilities
- Technical and Industry Expertise
- Leverage deep technical capabilities and industry knowledge of financial products to deliver high-quality solutions.
- Client Engagement Leadership
- Lead components of large-scale client engagements or manage smaller projects, ensuring top-notch client service and satisfaction.
- Market Awareness
- Stay updated on financial services sector trends and client challenges to provide relevant insights and strategies.
- Project Oversight
- Monitor progress, manage risks, and communicate effectively with stakeholders to achieve project objectives.
Requirements
- Educational Background
- Undergraduate or advanced degree (Master’s or Ph.D.) in Computational Finance, Mathematics, Engineering, Statistics, Physics, or a related quantitative discipline.
- Technical Expertise
- Knowledge of statistical and numerical techniques such as Monte Carlo methods or finite difference methods.
- Financial Domain Knowledge
- Familiarity with pricing derivatives across asset classes including fixed income, equities, credit, interest rates, FX, and commodities.
- Risk Management Proficiency
- Experience in market risk metrics (VaR, Stressed VaR, Expected Shortfall) and counterparty credit risk (CVA, PFE).
- Modeling Skills
- Hands-on expertise in developing, validating, and monitoring models, including stress testing, back-testing, and benchmarking.
- Mathematical Foundations
- Strong understanding of stochastic calculus, differential/integral calculus, and numerical methods applied to derivative pricing models.
- Coding Expertise
- Proficiency in Python, Java, or C++, along with experience in statistical packages (e.g., R) and SQL fundamentals.
- Soft Skills
- Strong communication, problem-solving, and project management abilities.
What we offer
- B2B Contract
- Employment based on a B2B contract
- Stable and Dynamic International Firm
- Opportunity to work in a stable, dynamically developing international company.
- Engaging Projects and Latest IT
- Chance to participate in interesting projects and work with the latest information technologies
- Competitive Rates
- Attractive remuneration rates offered
- Renowned International Projects
- Involvement in the most prestigious international projects.
- Multisport and Private Medical Care
- Access to Multisport benefits and private healthcare services.
Nice to have
- Certifications
- FRM, CQF, CFA, or PRM certifications to strengthen your credentials.
- Regulatory Knowledge
- Familiarity with Basel, CCAR, FRTB, and other financial regulations.
- Commodity Trading Expertise
- ETRM/CTRM systems experience and knowledge of the commodity trade lifecycle for power, gas, softs, and metals.
- System Proficiency
- Experience with risk management systems like Murex, Calypso, SunGard Adaptiv, Numerix, Bloomberg, or RiskMetrics.
- Flexibility
- Willingness to travel to meet client needs and support project delivery.
Work with us
Apply & join the team
Didn’t find anything for yourself? Send your CV to [email protected]