Analytical állás, munka

Understand the implementation of Fixed Income Derivative Pricing Models, written in C++: yield curve, inflation, FX and volatility derivative models Quantitative Modeling: Analyze model output, time-series to define correctness criteria and thresholding to be measured every day. Implement such...

Spearhead the development of the financial engineering platform. Maintain Python libraries for financial risk models. Advise users on Model SDLC and Aladdin Engineering SDLC. Design, implement and maintain the platform. Lead platform development supporting financial engineers and researchers....