Masters degree in Financial Engineering, Mathematics or a related field and 2 years of experience providing quantitative support to structured rates trading desks.br br Must also have 2 years of progressive experience in the followingbr br Developing, delivering, and supporting advanced mathematical models.br Derivatives and financial products for trading, pricing, and risk management.br Programming in C and Python.br Numerical methods and stochastic calculus.br Machine learning techniques.br Endtoend delivery of risk models.
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