Summary
[ DUBAI JOBS Quantitative Analyst ]Employment:
Full Time
Your Role:
As a Quantitative Analyst at Deriv.com, you will be involved in developing derivatives pricing, risk management models, and algorithms. You will play a key role in the future growth, profitability, and risk management of the company. Since all transactions on our platform are fully automated, you will ensure that our pricing and risk management algorithms are robust, considering critical factors such as real-time pricing parameters, data feed irregularities, and latencies.
What You’ll Do:
– Apply mathematical models to real-world scenarios.
– Solve complex and abstract mathematical problems to optimise pricing and manage risk.
– Analyse trading patterns to identify new market opportunities.
– Communicate effectively with other team members to understand the big picture of the organisation and its goals.
– Develop derivatives pricing, as well as risk management models and algorithms using C/C++, R, MATLAB, Perl, Python, etc.
– Review, develop, and enhance options pricing, volatility forecasts, and risk management programs.
– Perform data mining using SQL databases, R/S-Plus, OLAP, and other analytical tools.
– Monitor website trading activity and minimise abuse.
– Generate periodic and special reports that summarise client trading trends.
Location:Dubai, Agency/Company:Deriv. This application was posted on:Advertised 10 May 2020
DUBAI JOBS Quantitative Analyst
Responsibilities
Employment:
Full Time
Your Role:
As a Quantitative Analyst at Deriv.com, you will be involved in developing derivatives pricing, risk management models, and algorithms. You will play a key role in the future growth, profitability, and risk management of the company. Since all transactions on our platform are fully automated, you will ensure that our pricing and risk management algorithms are robust, considering critical factors such as real-time pricing parameters, data feed irregularities, and latencies.
What You’ll Do:
– Apply mathematical models to real-world scenarios.
– Solve complex and abstract mathematical problems to optimise pricing and manage risk.
– Analyse trading patterns to identify new market opportunities.
– Communicate effectively with other team members to understand the big picture of the organisation and its goals.
– Develop derivatives pricing, as well as risk management models and algorithms using C/C++, R, MATLAB, Perl, Python, etc.
– Review, develop, and enhance options pricing, volatility forecasts, and risk management programs.
– Perform data mining using SQL databases, R/S-Plus, OLAP, and other analytical tools.
– Monitor website trading activity and minimise abuse.
– Generate periodic and special reports that summarise client trading trends.
About the Company
The story of Deriv starts in 1999. Regent Markets Group, the founding company, was established with a mission to make online trading accessible to the masses. The Group has since rebranded and evolved, but its founding mission remains unchanged.
Our evolution is powered by over 20 years of customer focus and innovation.
DUBAI JOBS Quantitative Analyst DUBAI JOBS Quantitative Analyst DUBAI JOBS Quantitative Analyst
Requirements
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What You Have:
– An advanced university degree in physics, financial engineering, or mathematics
– Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation, differential equations, econometrics, derivatives pricing, and statistical modelling
– Experience in using financial information sources such as Bloomberg and Reuters
– Expertise in the application of object-oriented programming languages (C++ and Perl), coupled with the ability to produce high-quality code
– Excellent spoken and written English communication skills
How To Apply
Please click the apply link to apply from the Company/Agency website