Quantitative Analyst - FX Derivatives
Tasks
- Communicate model behavior results and enhancements
- Develop derivatives pricing models
- Enhance market data model accuracy
- Improve pricing engine performance
- Integrate models into C plus plus analytics libraries
- Support model prototyping production deployment maintenance
Perks/Benefits
- 401k match
- Dental insurance
- Life insurance
- Long-term disability
- Medical insurance
- Paid Holidays
- Paid time off
- Short-term disability
- Vision insurance
- Wellness programs
Skills/Tech-stack
C plus plus | Data Modeling | Derivatives pricing | FX derivatives | Market Data | Market Data Modeling | Monte Carlo | Numerical Methods | PDE
Education
Roles
Regions
Countries
States
Cities
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