职位描述：
· Developing mathematical models for pricing, hedging and risk measurement of derivatives securities
· Supporting trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics
· Evaluating quantitative methodologies - identifying and monitoring model risk associated with derivative valuation models
· Assessing the appropriateness of quantitative models and their limitations for valuation and risk management
· Implementing risk measurement and valuation models in software and systems
· Designing efficient numerical algorithms and implementing high performance computing solutions
· Designing and developing software frameworks for analytics and their delivery to systems and applications
职位要求：
The ideal candidate will have:
· Enrolled in a PhD, Masters or equivalent degree program in math, sciences, engineering or computer science
· Exceptional analytical, quantitative and problem-solving skills
· Mastered advanced mathematics arising in financial modeling (i.e., probability theory, stochastic calculus, partial differential equations, numerical analysis) or should have exceptional software design -and development skills using C++
· Knowledge of equities derivative modeling and options pricing theory preferred but not required
