Quant Analyst

Stamford , United States
Royal Bank of Scotland
Ref: 63232 Contract: Full-Time Posted:

This job posting is no longer active

The Responsibilities

Job Description:

 

  • Development of new pricing and trading models and enhancement of existing models

  • Regular interaction with traders, assisting in problem specification, monitoring model performance

  • Maintenance and extension of current pricing library

  • Decide on methodology and implementation of mathematical models

  • Develop and implement mathematical models for pricing and risk management of trading products

  • Build pricing, calibration and risk analysis and management tools for trading desks

  • Ensure that coding standards and procedures are implemented correctly

 

Requirements:

 

  • C++/Java programming experience

  • Excellent Algorithmic thinking and strong software pattern knowledge

  • Strong attention to detail and well organized code development methods

  • High level Degree in Mathematics, Physics, Computer Science and Engineering (or related).

  • Excellent communication skills

Quant Analyst

Talent Network