CRISIL Argentina (an S&P Global Company) is looking for quantitative development professionals. This position is part of a highly skilled team of PhDs responsible for the independent validation of market risk and derivatives pricing models.

Quantitative development activities include, but are not limited to: 

·         Model and software development of quantitative libraries for market risk and derivative pricing.

·         Maintenance of the current quantitative libraries, administration of repositories, testing suites and continuous integration systems.

·         Learning quantitative finance methodology as applied to market risk and derivative pricing.

·         API development to access data and analytics from different lines of business.

Required Qualifications and Background:

·         PhD/MSc in Physics, Mathematics, Statistics, Engineering or related quantitative fields. Particularly talented candidates without aforementioned degrees will also be considered.

·         Strong analytic background.

·         Demonstrable experience in at least two of: Python, C++, C#, C, Julia, Java.

·         Advanced English communication skills (written and spoken).

Preferred Qualifications and Background:

·         Knowledge of data structures, algorithms, and design patterns.

·         Knowledge of numerical methods as applied to solving partial differential equations, Monte Carlo simulations, etc.

·         Good understanding of financial derivatives products, pricing models and statistical methods.

This is a full-time, effective position to be covered from Vicente Lopez, Buenos Aires Province, Argentina.

Etiquetas: python ingles
Datos de la oferta laboral
Fecha de publicación
Lugar de trabajo
Vicente Lopez, Buenos Aires
Permite trabajar remoto
Seniority requerido
Semi Senior
Email de contacto
blog comments powered by Disqus