Position Details

Type Not Specified

Experience senior

Exp. Years 2+ years

Education PhD or MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field

Category Data & Analytics

About this role

Senior quantitative researcher role focusing on enterprise models for clearing houses, margin, and risk across asset classes with strong emphasis on derivatives pricing and Python/C++ implementation.

Key Responsibilities

Drive margin/stress/collateral model R&D
Define requirements for model upgrades
Perform risk analysis
Document and present models
Work with technology for production implementation

Technical Overview

Quantitative finance modeling with C++/Python, time series analysis, derivatives pricing, risk management, and model development for clearing operations

Ideal Candidate

The ideal candidate is a senior quantitative researcher with 2+ years in quantitative finance, strong programming in Python and C++, and deep knowledge of derivatives pricing and risk management, capable of leading model development and communicating results to senior stakeholders.

Must-Have Skills

PhD or MSc in PhysicsMathematicsQuantitative FinanceStatisticsor a relevant scientific fieldStrong mathematical knowledge of financial derivatives pricing and risk management modelsStrong C++ and Python required2+ years of experience in quantitative financeAbility to articulate concepts to senior management

Nice-to-Have Skills

Options Pricing TheoryData AnalyticsHigh-performance computing experience

Required Skills

PhD or MSc in PhysicsMathematicsQuantitative FinanceStatisticsor related; Python and C++; stochastic processes; derivatives pricing; risk management; time series; statistics; high-performance computing

Hard Skills

C++PythonStochastic processesNumerical methodsStatisticsTime series analysisDerivatives pricingRisk managementModel development

Soft Skills

Analytical thinkingAttention to detailCommunicationTeam collaborationAbility to work under pressure

Industry & Role

Industry Fintech

Job Function Design and implement enterprise quantitative models for clearing and risk management

Role Subtype Data Scientist

Tech Domains Python, C++, Statistics, Time Series Analysis, Quantitative Finance

Keywords for Your Resume

senior analystglobal quantitative researchicederivatives pricingrisk managementtime series analysispythonc++statistical modelingstochastic processesquantitative financemodel developmentrisk analysiscommunication with senior managementproduction integrationclear articulationhigh-performance environmenttime seriesstatisticsdata analytics

Deal Breakers

2+ years of quantitative finance experience is required

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