- The role will require development of the underlying mathematical models and analytical tools
- Role holder will design, develop, test and document the models developed as well as developing technical solutions as required
- Providing rapid fixes to any issues identified in the models
- Developing model calibration routines and market data analytics (such as curve bootstrapping and interpolation)
- Solid background in stochastic processes, probability and numerical analysis
- Strong C++ skills, knowledge of Excel and Python
- Experience with version control systems (such as Git) and distributed software development process.
- Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time.