Must have experience using the following quantitative financial engineering skills financial derivative instruments, including fixed income, futures, options, and swaptions; Financial derivative pricing models, including BlackScholes, Monte Carlo, Finite Difference, and SABR; Numerical analysis, Linear Algebra, Stochastic Calculus, and Statistics; numerical modeling using statistical or scientific computing technologies and libraries including Pandas, NumPy, and Matplotlib; objectoriented programming languages Java or Python, including designing and implementing analytical models and tools; programming projects with at least 20k lines of code; and software source control tools Git, Mercurial, or SVN.br Must also pass companys required skills assessment.
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