5 days left to apply
Job Description
Required qualifications (education) Bachelor?s (minimum) in Mathematical Finance, Financial Engineering, Applied Mathematics, Physics, or a related quantitative field Degree from a top?tier university (e.g., Russell?Group, Ivy League, equivalent) MSc/PhD desirable but not mandatory Required work experience ? 5 years of hands?on model development for derivatives/structured products in at least one asset class ? 5 years of production?level C++ programming Proficient in Python scripting for model calibration/automation Delivered quant libraries with minimal bugs and positive feedback from trading, structuring, and valuation?control teams Experience with reserve methodology, model performance monitoring, and regulatory documentation Requirements Development of structured products (e.g., vol caps, credit?linked notes, commodity spreads, hybrids) in any asset class Exposure to quantitative investment strategies and their production implementation Involvement in model governance (performance indicators, model?risk reviews, remediation) Familiarity with Git/Perforce and CI/CD pipelines for library releases Knowledge of relevant regulatory frameworks (BCBS, ICAAP, local guidelines) Strong collaboration skills with trading, product control, risk, and IT teams
Required Skills
Additional Information
- Company Name
- Embark
- Industry
- N/A
- Department
- N/A
- Role Category
- N/A
- Job Role
- Mid-Senior level
- Education
- No Restriction
- Job Types
- On-site
- Employment Types
- Full-Time
- Gender
- No Restriction
- Notice Period
- Immediate Joiner
- Year of Experience
- 1 - Any Yrs
- Job Posted On
- 2 months ago
- Application Ends
- 5 days left to apply
Similar Jobs
2 months ago
Data Engineer
Cozzera
Quick Apply
Upload your resume to apply for this position