آگهی‌های استخدامی

استخدام Quantitative Analyst

متن اول | First Source
تهران، تهران

شرح موقعیت شغلی

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

مهارت‌های مورد نیاز

  • quantitative analyst
  • MATLAB
  • Perl
  • Python
  • Java
  • C++
  • C
  • SQL

حداقل سابقه کار

  • سه تا شش سال

جنسیت

  • مهم نیست

وضعیت نظام وظیفه

  • معافیت دائم پایان خدمت

نوع همکاری:

تمام وقت

تاریخ انتشار آگهی:

۱۳۹۷/۱۲/۱۵ (منقضی‌شده)
مشاهده آگهی‌های استخدام مشابه