Risk Engine Engineer
hace 2 meses
**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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