Description
Quantitative Research- Developing tests in python/C++ to implement and test simulation and pricing models
- Liaising with model developers and validation team to understand test requirement
- Liaising with model developers to understand technology issues
Automate and generalize test types (tests of how the mathematics of the models operate )
Education:
PhD/Masters/MBA degree in a quantitative discipline - Computer Science/Information Technology/Mathematics/Statistics/Economics/Financial Engineering/Finance.
Technical:
- Good understanding of Financial Markets and Banking in the area of Risk Management; familiarity with multiple asset classes especially Commodity will be a plus.
- Good Python and C++ skills
- Ability/interest in mathematical/statistical models
- Basic Knowledge of financial products and models
Other:
- Excellent communication skills, both oral and written
- Analytical and Problem Solving skills
Self-driven candidates who are detail-oriented
Please contact Ciara O'Kane at Huxley for further information