- Work closely with trading to develop and support pricing engine, risk analysis application, and parameter database.
- Heavily involved in projects related to trade capture, lifecycle, and STP.
- Model development and support.
- Degree in a STEM related field.
- Experience in pricing/modelling financial derivatives.
- Familiarity with trading, operations, risk management, reporting (etc) processes of a sell-side firm or bank.
- Python and C++ proficiency.