Right now the company is setting up their new office in Helsinki and is looking for a Quant Analyst with strong Python programming skills to join the Quant team focusing on the development of quantitative market models and technology initiatives. It is a rare chance to combine market knowledge and quantitative techniques with cutting edge technology. You will work closely with the PMs/traders as well as other key staff members.
You are expected to share in a balanced mixture of responsibilities including model research & development, pricing & risk investigation, and application development. To develop and implement quantitative models and infrastructure for Linear Rates Derivatives business:
• Rapid prototyping of models and products;
• Work with traders to assess model behavior, identify major sources of risk in portfolios, carry out a scenario and benchmarking analysis;
• Develop new technology to support Linear Rates trading and risk management.
NOTE: The company is willing to consider candidates only from Finland.
- 2+ years of experience in financial mathematics with an emphasis on linear rates models & products
- Experience with interest rate markets
- Relevant education in financial mathematics or similar
- Excellent Python programming skills
- Fluency in English, verbal and written.
- Strong background in other standard programming languages like C# etc.