Quantitative Analyst, Front Office (Calypso)
Tasks
- Apply AI ML for model acceleration and anomaly detection
- Calibrate and validate models with traders and clients
- Design pricing models for trading desks
- Document models for validation reviews
- Implement and deploy pricing and risk models
- Optimize model performance with engineering teams
- Translate mathematical specifications into production code
Perks/Benefits
- Additional days off
- Annual bonus
- Employee stock purchase plan
- Extra vacation time based on tenure
- Global mentoring program
- Health insurance
- Hybrid work setup
- Mental health support
- Modern work environment
- Paid time off to volunteer
- Pension plan
- Unlimited access to e-learning platforms
- Work from anywhere
Skills/Tech-stack
Adjoint Sensitivity | Algorithmic differentiation | Anomaly Detection | C# | C++ | Calypso | Cloud Native | Cloud-native development | Code review | Differential Equations | Finite difference | JAX | Java | Machine Learning | Monte Carlo | Native Development | Parallel Computing | Partial differential equations | PyTorch | Scikit-learn | Stochastic Calculus | Vectorization | Version control | XVA
Education
Roles
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