Quantitative analyst

компания "брокеркредитсервис" structured products and derivatives team is looking for quantitative analyst. quant will be responsible for research, development and implementation of quantitative models for the equity, credit and commodity exotics structured products (e.g. first-to-default, phoenix, etc). this is the trading desk internal position. the role will develop pricing and hedging/risk management models as well as provide quantitative analysis and advice regarding the usage and development of the models. what will you be doing? · supervise portfolio of products and related hedging instruments and execute delta hedging transactions via execution traders · provide everyday technical support on the models and analytics framework for structured products and quantitative investment strategies businesses· implement ad-hoc solutions, including coding payout functions in python · calculate quotes for new structured notes issues up on requests. response to client manager questions. · provide analysis and in-depth understanding of the numerical and mathematical behavior of models, and their application to different product types or business use-cases· develop and extend models and methodologies for pricing and risk managing structured products· develop tests, estimation and calibration procedures for the models and methodologies· write documentation for the models and methodologies including the estimation and calibration procedures· implement the models and methodologies and the estimation and calibration procedures in python. implement models in numerix system chr(40)with internal programming languagechr(41).· monitor the daily performance of the models and methodologies what wechr(39)re looking for: · post-graduate qualification in mathematics, statistics, engineering, quantitative finance or another quantitative field.· 2-4 years of experience in a quantitative analytics role· solid knowledge of financial mathematics, stochastic calculus and option pricing theory, gained through a post-graduate degree or work experience.· experience coding in python. experience with mathematical and/or statistical modelling.· good written and verbal communication and able to explain technical concepts to non-technical usersskills that will help you in the role:· knowledge of sql, rest api.· specific experience in equity cash and derivatives markets as well as fixed income, fx and rates markets· experience developing in a large shared pricing library with multiple developers· experience testing models and preparing technical documentation terms: сompetitive compensation; office or remote, beginning of the working day can be discussed; bonuses by results of work; special offers from the bcs bank. office location near m. prospekt mira.