Risk Engine Engineer

hace 2 meses


En remoto, España Luxoft A tiempo completo

**Project** Description**:
**Responsibilities**:
**Skills**:
Must have

Minimum degree of Master or PhD in quantitative fields is required, with at least 3-5 years of relevant experience.
Must have hands-on experience with Arcadia
Must have experience implementing complex market or credit risk quantitative modelling for OTC derivatives using programming languages (such as Python and C++) as well as mathematical/statistical software packages.
Knowledge of derivatives pricing models (Black Scholes, Hull White), Monte Carlo simulation, and risk model back testing experience is also a must.

Nice to have

**Languages**:
English: C1 Advanced

**Seniority**:
Senior

**Relocation package**:
If needed, we can help you with relocation process.

Vacancy Specialization

Domain Specific Languages

Ref Number

VR-103396


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