We’re looking for a talented Quantitative Analyst who can develop strong pricing and risk management algorithms for fintech companies with fully automated transactions. These algorithms must be based on critical factors such as real-time pricing parameters, data irregularity, and latency. If you have a passion for developing models to reduce fintech companies’ risks and grow their profitability, seek your next career challenges with us!
Being part of Re-Work means working as a telecommuter, so you need to be good at self-motivation and time management. Remote collaboration with a global team will be part of your daily life. With these skills, you’ll match the flexibility that telecommuting brings with high productivity and dedication.
• Analyse real-world scenarios with mathematical models to develop pricing models for derivatives and risk management algorithms.
• Identify new market opportunities by analysing trading patterns.
• Examine, develop and improve options pricing, volatility forecasts, and risk management strategies.
• Implement data mining techniques using SQL databases and other analytical tools.
• Monitor trading activity on the fintech company’s high-traffic website(s) and minimise abuse.
• Advanced degree in financial engineering, mathematics, or physics
• Understanding of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation, differential equations, econometrics, derivatives pricing, and statistical modelling
• Programming experience in Python, R, and SQL
• Fluency in spoken and written English
Good to have
• Working knowledge of financial information resources such as Bloomberg and Reuters
• Familiarity with Perl