We need a talented Quantitative Analyst to develop and optimise derivatives pricing and risk management algorithms for our clients’ online trading platforms
Who we’re looking for
You should be passionate about:
Handling mathematical models, data analysis, and financial research
Applying mathematical models to real-world scenarios
Solving complex and abstract mathematical problems to optimize pricing and manage risk
Analyzing trading patterns to identify new market opportunities
Focusing on customers’ needs in everything that you do
Approaching every task with an open mind and learning new skills
Constant, open and honest communication
Fixing problems and providing feedback for improvement
Doing great work and inspiring others to do the same
We need you to:
Be meticulous, organized, results-driven, and proactive
Communicate effectively with other team members to understand the big picture of the organization and its goals
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 minimize abuse
Generate periodic and special reports that summarize client trading trends
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 modeling
Expertise in the application of object-oriented programming languages (C++, Perl, and Java), coupled with the ability to produce high-quality code
:If you have the following, it’s a plus
Knowledge of front-end and/or back-end technologies
Perks and benefits
You will enjoy:
Attractive remuneration
Annual performance bonus
Full health insurance coverage
Some international travel
Exceptional work environment designed to foster personal and professional growth
Location
Seoul Sub Division, Tehran
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