Junior Quantitative Analyst
TRC (Amsterdam - Treasury Center), Netherlands
EUR 62K-90K (estimate) Entry-level Full Time
Tasks
- Develop xVA and counterparty credit risk models
- Maintain tools programming libraries and test environments for model integration
- Perform quantitative analysis on market data
- Support pricing and risk model development for derivatives
Perks/Benefits
Skills/Tech-stack
Derivative pricing | Numerical Methods | Python | Quantitative Finance | Stochastic Calculus
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Regions
Countries
States
Cities
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