Quantitative Analyst
il y a 4 semaines
Millar Associates is seeking a highly skilled Pricing Models and Risk Engine Quantitative Specialist to join their Front Office team. As a key member of the team, you will be responsible for developing and implementing pricing models, risk engines, and derivatives tools.
Key Responsibilities:
- Develop and implement pricing models, risk engines, and derivatives tools using advanced mathematical techniques and programming languages such as C++ and C#.
- Collaborate with the trading desk and risk management team to provide support and guidance on pricing models and risk engines.
- Design and implement new risk metrics and regulatory systems, including FRTB/SIMM/VaR.
- Develop and maintain complex mathematical models, including stochastic and local volatility models.
- Provide expertise in interest rate models and derivatives pricing.
- Work closely with the quant library and risk engine teams to ensure seamless integration and deployment of new models and tools.
Requirements:
- Advanced degree in a scientific field, such as mathematics, physics, or computer science.
- 5+ years of experience in quantitative analysis, risk management, or derivatives pricing.
- Strong programming skills in C++ and C#.
- Experience with risk engines, quant libraries, and derivatives pricing.
- Excellent communication and collaboration skills.
About Millar Associates:
Millar Associates is a leading global investment bank with a strong presence in London and Paris. We offer a dynamic and challenging work environment with opportunities for professional growth and development.
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