Responsibilities:

📍Review and improve performance of existing derivative pricing, quoting and risk models. 📍Research new trading and hedging strategies, and analyze existing ones to identify potential improvements. 📍Collect conventional and alternative data, conceptualize, design and test predictive statistical models. 📍Develop risk management frameworks and tools to manage portfolio risks. 📍Work jointly with traders, researchers, operations, developers and other teams within the firm. 📍Take analysis tasks from senior members in the team

Requirements:

📍Master degree or higher in mathematics/statistics or similar relevant area of study required. 📍Proven track record of good academic achievement and great learning skills, love to solve challenging problems and work in a fast-paced environment. 📍Able to commit minimum 4 days per week for at least 3 months. 📍Familiar with derivatives and options pricing, trading strategies and risk management. 📍Familiar with at least one programming tool for analysis. Python is strongly preferred. 📍Familiar with database languages such as SQL. 📍Prior experience in a similar quantitative role is advantageous. 📍Experience with Machine Learning algorithms is advantageous. 📍Self-motivated, independent, and Intellectually curious. Able to communicate ideas and models effectively to multidisciplinary stakeholders.

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