PES - Trading Instruments and Analytics Domain - Financial Engineering – Analytics

Tasks

• Address client questions
• Analyze client business requirements
• Analyze derivatives mispricing
• Contribute to agile product development
• Coordinate corrective maintenance
• Define solution roadmap
• Document and demonstrate new functionalities
• Enhance product documentation
• Follow market trends
• Generate production test reports
• Prepare product specifications
• Support trading analytics products
• Test new features
• Validate payoffs and models

Perks/Benefits

• N/A

Skills/Tech-stack

Agile | Financial derivatives | Forward Market Model | Forward market | Local Volatility | Market Data | Model Validation | Neural Networks | Pricing | Python | REST | Stochastic Volatility