Position purpose:
To provide the Trading Teams in the Department of Global Markets with modern mathematical models for the valuation of their derivative books and computations of associated risks .
Main functions:
)    Researches, designs and implements pricing and risk-management models for derivative instruments traded in the Department of Global Markets.
)    Contributes new model and numerical method implementations to the centralized Pricing Service C++ library.
)    Reviews, optimizes and improves existing numerical algorithms and models.
)    Provides quantitative advice to the Trading and Structuring Teams on new derivative products and new business ideas.
Activity framework:
)    Area of the powers solved questions/degree: The solution of questions within widely certain the politician is also more whole than the organization
)    Complexity of the resolved issues:The questions which are constantly demanding adaptation or development of new decisions by means of the analytical, interpreting, estimated, creative thinking
)    Control of the end results: Floor Years
Knowledge, skills:
)    Education / Compulsory additional education – Existence of the highest education / an academic degree in the field of mathematics or physics.
)    Experience – Not Less Than Years
)    Specialized practical / professional knowledge and abilities products, processes, systems – Extensive knowledge of financial mathematics. In-depth knowledge of relevant asset classes. Knowledge of numerical methods and algorithms (finite differencing, Monte-Carlo simulations). Considerable experience in C++ programming.
)    Administrative knowledge and abilities planning, management, integration – Administrative skills are not required.
)    Skills of communication and interaction communication – Justification/argument. At interaction ability to understand other people, to give support and/or to influence them is required, using special knowledge or rational arguments to induce others to action or to convince them.

Требуется senior quantitative analyst