- Fecha de publicación
- Lugar de trabajo
- Vicente Lopez, Buenos Aires
- Permite trabajar remoto
- Seniority requerido
- Semi Senior
- Email de contacto
Quantitative Analyst – Market Risk, Quant Development
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