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
