Quantitative analyst, Structured Products desk, BCS Global Markets
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Quantitative analyst, Structured Products desk, BCS Global Markets

- provide everyday technical support on the models and analytics framework for equity structured products and quantitative investment strategies businesses
- implement ad-hoc solutions, including coding payout functions in Python
- calculate quotes for new structured notes issues within requests, response to client manager questions
-provide analysis and in-depth understanding of the numerical and mathematical behaviour 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 (with internal programming language)
- monitor the daily performance of the models and methodologies

Requirements

What we'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 users
- knowledge of SQL, REST API
- specific experience of equity option markets
- experience developing in a large shared pricing library with multiple developers
- experience testing models and preparing technical documentation

Conditions

- competitive compensation
- medical insurance
- bonuses by results of work
- 3 paid days additionally to your vacaction days
- total compliance with all legal requirements
- office location near m. Prospekt Mira, remote work is possible

BCS Global Markets

BCS Global Markets helps small and medium sized financial market participants to grow and expand by providing world-class corporate, investment banking and brokerage services. BCS Global Markets not only works with established corporates and institutions, but also has a deep understanding of the needs of the often underbanked and neglected midsize institutional, corporate and private clients. It is these clients that require niche and customized solutions to get the most out of financial markets.

We grow with our clients, and it is this growth that directly contributes towards the development of increasingly diverse and more resilient capital markets.

Job type Full-time
Experience level Middle
Location Remote as option
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Published: 11/11/2021