Job Description
Solid understanding of financial economics, financial mathematics, and statistics. Topics of expertise required include: Derivative pricing, stochastic calculus, interest rate models, optimization, credit risk models, and regulatory requirements.
• Strong practical knowledge of investment markets, financial market conventions, and risk management practices.
• Strong problem solving skills.
• Strong presentation and communication skills; the role requires delivering complex presentation to varied audiences ranging from quantitative experts and technology consultants to senior management of financial institutions.
• Familiarity and comfort with financial and econometrics programming.