First Source Arya Solutions is seeking a driven, analytical, and technically-gifted Quantitative Analyst to develop and optimise derivatives pricing and risk management algorithms for our clients’ online trading platforms
About First Source Arya Solutions LLC
First Source Arya Solutions is a startup with big ambitions. We’re on a mission to transform the global financial industry by developing state-of-the-art software solutions that make financial services more accessible to everyone
Working at First Source gives you more responsibilities and opportunities to help you realise your full potential. You’ll be able to learn and improve every day from doing a lot of different things in a fast-paced, startup environment that values tenacity, creativity, and hard work
Out of all the countries in the world, we’ve decided to set up in Iran to take advantage of the country’s large pool of IT talent. We believe there is an untapped wealth of developers and testers with world-class potential who can help us in our mission to transform the financial trading industry
We believe that software plays an essential role in every business –– especially for financial institutions that manage millions in transactions each day
We constantly push the boundaries of what’s possible to deliver cutting-edge products and services that can solve problems, meet challenges, and transform a business. We build great software not as the end goal, but as the means to an end
The ideal candidate
You excel at the intersection of mathematics, programming, and finance
You thrive in a fast-paced environment that values collaboration and open communication. You enjoy the challenges posed by mathematical models, data analysis, and financial research
As our Quantitative Analyst, you will have the opportunity to develop derivatives pricing, as well as risk management models and algorithms that directly influence the success of global trading platforms
:We are looking for someone who loves to
Apply mathematical models to real-world scenarios
Solve complex and abstract mathematical problems to optimise pricing and manage risk
Analyse trading patterns to identify new market opportunities
Work with highly talented people in an exciting, multinational environment
Do great work, and inspires people around them to do the same
Get things done in a no-nonsense manner
Work without bureaucracy and hierarchy
Learn and improve, day in and day out
:To excel in this role, you must have
An advanced university degree in physics, financial engineering, or mathematics
Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo
simulation, differential equations, econometrics, and statistical modelling
Expertise in the application of object-oriented programming languages (C++, Perl, and
Java), coupled with the ability to produce high-quality code
Your role
:As our Quantitative Analyst, you will
Develop derivatives pricing, as well as risk management models and algorithms using C/C++, R, MATLAB, Perl, Python, and Java
Review, develop, and enhance Perl, C++, and R codes used in options pricing, volatility forecasts, and risk management programs
Maintain accurate system pricing parameters
Perform data mining using SQL databases, R/S-Plus, OLAP, and other analytical tools
Monitor website trading activity and minimise abuse
Generate periodic and special reports that summarise client trading trends
Remuneration and benefits
This position offers a market-based salary, annual performance bonus, and flexi hours
Location
Tehran, Iran
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