Assist product development team in developing and testing vanilla and exotic options risk and execution modules Responsible for data mining, analysis and virtualization project Work closely with the Team on ad-hoc projects
Requirements:
Quantitative finance background, with deep understanding of futures, options, swaps and forwards Practical experience (two years preferably) with various options pricing models, e.g. Turnbull-Wakeman Strong programming (e.g. C/C++) knowledge is a must Strong Microsoft Excel skills, inclusive of VBA and Analysis ToolPak Fast learner, ability to quickly master data visualization software
If you are interested please reply this message with your contact infos.
