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.