Quantitative Analyst - Trading

Popis práce

As a Quantitative Analyst you would be part of Quantitative Analytics Trading Desk Strategy Teams in Prague. The role involves developing pricing, valuation, and risk management models and analytics for the QA Trading business in the strategic analytics library.  This includes developing frameworks and tools for the trading desk

What will you be doing?

• Designing, developing, and maintaining quantitative models in our strategic analytics libraries in C++ 
• Designing, developing, and maintaining frameworks and Python tools for trading
• Providing support across all asset classes, control functions, and our other QA partners
• Working with, and providing support to IT for integration of the analytics
• Providing assistance and guidance to the users of quantitative tools and models
• Using initiative to spot potential problems and finding innovative ways to solve them

What we’re looking for:

• PhD or Master’s degree in a quantitative discipline such as Mathematics, Physics, or Engineering
• Excellent mathematical, analytical, statistical and/ or programming skills (C++ preferred), together with software engineering techniques and design principles
• Proven experience with data structures and working around data quality and integrity issues
• Experience in testing code and models, excellent quantitative ability

Skills that will help you in the role:

• Experience in building Python tools
• Experience in/ knowledge of pricing and modelling
• Post-graduate qualification in a quantitative discipline

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Download our 2023 salary guide to discover how much you could be earning