Junior Quantitative Analyst

Tasks

• Design, development, and maintenance of advanced quantitative tools and services that support the bank's derivatives trading activities
• Implementing and improving derivative pricing models and ensuring their seamless integration into risk management systems
• Leading project-based initiatives involving multiple teams and stakeholders to ensure the alignment and delivery of quantitative solutions
• Collaborate with the Risk and IT departments to validate models, streamline workflows, and support production integration

Your profiles

• Ph.D. or master's degree in a quantitative field (e.g., mathematics, physics, engineering, quantitative finance)
• A solid understanding of financial mathematics, probability theory, and stochastic calculus, with practical experience in applying these concepts
• Strong programming skills in at least one compiled language. Knowledge of Scala and the Java ecosystem is a plus

We offer