Quantitative Developer

As a Quantitative Developer, your role will be to assist portfolio managers and traders in the creation and upkeep of a centralized library for valuation and risk calculations. Your assistance will be required in :

• Developing a toolkit for Forward and Rolls pricing, dividend futures, and TRFs across various regions
• Building Repo / borrow / funding spread curves
• Ensuring the interconnectivity of the above with risk engines and valuation models

Your Qualifications

What you should have :

• A minimum of 3 years of experience in a relevant field
• Proficiency in Python
• Prior experience with risk or equity derivatives
• Experience in collaborating with quantitative risk members, traders, and portfolio managers
• Excellent written and verbal communication skills
• Experience in working within production environments
• A strong sense of ownership with a proven track record of delivering results
• Proven experience in delivering both short-term and long-term projects to senior stakeholders