We are looking for a Quant / Commando junior profile for a VIE position, reporting to the Head of the Quantitative Research and Commando Teams. The team is in charge of maintaining our pricing models, developing and providing support for our pricing libraries, and more globally improving the quantitative framework for the pre-trade and risk management tools.

As a Quantitative Analyst / Commando, you will interact on a day to day basis with the Traders and with the Financial Engineers in APAC. You will work very closely, as a team, with the other Quants, Commando and Front Office IT Developers either locally or from the other locations.

Primary responsibility

• Your primary focus is to develop our pricing models, contribute in the pricing libraries and study the possible solutions in order to improve the pricing and risk measures in term of accuracy, stability and performance.
• You will initially help to upgrade the Quant and Commando trading tools for the Equity Trading desk.
• You will also develop our Quantitative Framework, improve it and materialize synergies over Global Markets by using Quantitative, Data Science, Machine Learning and IT Skills.

Skills specifications:

* You finished your studies and already hold an advanced degree (master, phd) in quantitative field (Quantitative Finance, Math, Physics, Engineering etc..)
* You are passionate in Quantitative Finance and effective on IT ideally in C# / C++, Python
* You already earned some experience working on Derivative Products in a Bank, ideally on the Trading Floor
* You possess excellent communication skills, you are highly organized, able to deal with several priorities at the same time, motivated and always delivery focused.
* Team player and able to work under the high level of stress working environment