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Job Description

Benefit from: • A team-oriented working culture • Flexi-time, flexi-dress, dot-com style environment • Very talented colleagues from all over the world • Strong expertise within the company • A successful, entrepreneurial and growing company • Low cost of living and exciting destination • Work permit, dependent pass and relocation assistance Our Quantitative Analysis group is responsible for the pricing of options offered on our website, as well as the risk management and profitability of the options book. Processing tens of thousands of transactions each day, the company manages a book of exotic options which arguably exceeds in complexity that of the typical derivatives desk. Since all dealing on the website is fully automated, our pricing and risk management algorithms must take full account of real-time pricing parameters, data feed irregularities and latencies. As a developer in the Regent Markets' Quant Group, you will be responsible for the implementation and maintenance of the company's risk management and derivatives pricing software. You and the members of your team will develop software designed to study the market micro-structure, optimize existing code, manage financial data feeds and ensure the continuous running of our automated trading platform. Duties and Responsibilities: • Work closely with other members of the team to develop software that would drive prices on our trading platform. • Review, develop and enhance codes used in option pricing and real time risk management programs. • Creating interfaces and tools to access market information, real-time and historical analysis of trading strategies. • Engage in data mining using SQL databases, R/S-Plus, OLAP and other analytical tools. • Monitor and optimize website trading activity.

Requirements

• An advanced university degree in Mathematics, Physics or Engineering. • Advanced knowledge of software design principles. • Perl knowledge and/or readiness to learn is a must. • Experience with programming languages like Perl, Python, or Ruby coupled with the ability to produce high quality, self-documenting code, using test driven development techniques. • A preference and passion for Linux and open-source platforms. • Experience with languages like C/C++/R/Python/VBA/Matlab/SQL would be a plus. • Knowledge of probability theory, numerical methods, Monte-Carlo simulation, statistical modeling, and time series analysis would be a plus.

Employment Type

  • Full Time

Details

Employment type

  • Full Time

Educations

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