Junior Quantitative Risk Consultant

My Client a Financial market company operating an options and futures exchange are currently recruiting for a Junior Quant Risk Consultant for a 6 month period to work on a wide ranging project!

​The Role

  • Implementing backtesting procedure by calling existing pricing libraries
  • Implementing payoffs into existing pricing frameworks (Monte Carlo, backward induction or closed form)
  • Testing and analysis of backtesting result

The skill set we are looking for include the following:

  • Financial maths graduate level or less experienced quant with ambition to learn
  • Strong analytical skills, fast to learn and fast to adapt
  • Reasonable C++ knowledge
  • Basic asset class knowledge
  • Knowledge of basic pricing techniques (Black-Scholes, Monte Carlo simulation etc.)
  • Strong interpersonal skills