MINIMUM REQUIREMENTS Requires a Masters degree in Financial Engineering, Information Engineering, or a related field, plus 3 years of professional experience with sell side or buy side trading and quantitative research. Must include 3 years of experience with each of the following 1 trading equity volatility strategies in macro and equity exotic derivatives; 2 portfolio risk management; 3 building analytics platforms using automated management process; 4 Bloomberg terminal; 5 risk metrics, including Value at Risk models and Sharpe ratio; 6 Python and objectoriented programming; 7 statistics and machine learning techniques; 8 trade execution optimization, including market impact, transaction cost analysis TCA, and risk modelling; and, 9 stochastic calculus.
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