Quantitative Research - Risk Platform Quantitative Developer (Athena team) - Vice President
Aumni
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If you are passionate, curious and ready to make an impact, we are looking for you.
Quantitative researchers develop and maintain sophisticated mathematical models and infrastructure to value and risk manage complex financial products. We are looking for a new member to join our Athena analytics team focusing on developing pricing and high-performance risk infrastructure within our next generation risk management platform.
Job summary:
As a Vice President, Risk Platform Quantitative Developer in Quantitative Research, Athena team, you will focus on pricing and risk investigation, product-specific analysis, software development, discussions with the global QR teams, trading desk and working with global stakeholders to prioritize and manage the book of work.
Job responsibilities:
- Manage and deliver complex projects coordinating with stakeholders such as line of business Quantitative Research teams, trading, market risk, middle office, technology, and other operations groups
- Develop and optimize pricing and risk models and infrastructure for derivatives and implement them in Python
- Contribute to developing our core risk management frameworks in Athena
- Participate in Athena developer community to help develop and grow all aspects of the platform
Required qualifications, capabilities and skills:
- You demonstrate strong analytical and quantitative skills
- You have an excellent understanding of derivative pricing, risk management and business processes of a derivative trading desk
- You demonstrate experience working in pricing libraries and risk frameworks
- You have experience using large scale compute backbone infrastructure to optimize risk calculations
- You have strong product knowledge in at least one asset class
- You have proven technical leadership skills
- You demonstrate strong proficiency in Python programming language
- You have excellent software development skills, experience designing and developing complex, scalable software frameworks
- You demonstrate strong attention to detail and ability to work to very high standards
- You demonstrate clear communication and team skills in a multi-location set up
Preferred qualifications, capabilities and skills:
- You demonstrate excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
- You demonstrate relevant experience in similar roles in Quant/Strategist supporting large businesses
- You demonstrate proficiency in C++ programming language
This job is no longer accepting applications
See open jobs at Aumni.See open jobs similar to "Quantitative Research - Risk Platform Quantitative Developer (Athena team) - Vice President" NEXT Frontier Capital.