Senior Quantitative Analyst

Employer: IHS Markit
Domain:
  • Engineering
  • IT Software
  • Management - Consulting
  • Job type: full-time
    Job level: 1 - 5 years of experience
    Location:
  • BUCHAREST
  • Updated at: 27.01.2020


    IHS Markit is a global leader in derivative valuations, data and workflow tools. The Quantitative Analytics team within IHS Markit powers these businesses, using a broad array of tools from financial mathematics and statistics, including machine learning techniques. We are currently looking to add an experienced professional to anchor the creation of a team in our Bucharest office.

    Specifically, we are looking for an individual with experience working in quantitative finance who is passionate about both financial mathematics and software development and is interested in building and managing a small team of quantitative developers to work closely both with IHS Markit’s software developers in Bucharest and our global team of quantitative analysts.

    RESPONSIBILITIES:

    • The candidate will work with other experienced quantitative analysts, developers and product specialists based in Toronto, London and elsewhere create, develop and support mathematical and statistical models used in the creation and improvement of market data products for several business lines within the Information division, with particular focus on the Initial Margin product developed for the Portfolio Valuation business.
    • Relevant mathematical background includes PDEs, stochastic calculus, Monte Carlo simulation and Bayesian inference.
    • Models are coded primarily in C++ and Java, with a growing emphasis on Python.

    REQUIREMENTS:
    • Undergraduate or graduate degree in quantitative discipline (Mathematics, Applied Mathematics, Statistics, Physics, Engineering)
    • Experience in computer science and knowledge of an object-oriented programming language.
    • Experience working in mathematical finance, preferably in a field involving derivative pricing
    • Experience or readiness to move into a management position
    • Eager to learn new concepts and technologies to resolve complex issues
    • Teamwork, thriving in an agile environment working collaboratively and providing daily feedback to your team

    WE OFFER:
    • Attractive benefits package (Medical services, Special discounts for gyms, Meal vouchers)
    • Ongoing Education and mentoring from a broad range of colleagues with experience in computer science, statistical inference and financial markets.
    • Work on a broad range of cutting-edge problems in the financial data sector
    • Work from home & Flexible Working Hours
    • The ability to implement your own ideas and solutions
    • Three days for charity/volunteering
    • Chillout & fun room (pool tennis, PlayStation)
    • Fruit days, Coffee, tea, chocolate
    • New and modern office, easy to access (M Aurel Vlaicu), spacious desks, latest technologies/equipment
    • Parking place