Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
* A degree in mathematical finance, science or maths from a top tier university
* Knowledge of the standard pricing models used in the investment banking industry
* C++ experience (preferably using Visual Studio 2017)
* Excel VBA experience required
* Python experience preferred
* Experience with IBOR a plus
* Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
* Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
* Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
* Strong C++ skills.
* Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
* Good knowledge of Excel.