Senior Quantitative Analyst

Angajator: Evalueserve
  • Altele
  • Management - Consultanta
  • Tip job: full-time
    Nivel job: peste 5 ani experienta
  • Cluj Napoca
  • Actualizat la: 26.01.2021
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    Evalueserve is a global professional services provider offering research, analytics, and data management
    services. We’re powered by mind+machine – a unique combination of human expertise and best-in-class
    technologies that use smart algorithms to simplify key tasks. This approach enables us to design and
    manage processes that can generate and harness insights on a large scale, significantly cutting costs and
    timescales and helping businesses that partner with us to overtake the competition.

    We work with clients across a wide range of industries and business functions, helping them to make
    better decisions faster; reach new levels of efficiency and effectiveness; and see a tangible impact on their
    top and bottom line.


    5-8 years of experience in risk and quants teams in model testing, validation, and documentation of market risk and asset pricing models
    Advanced knowledge of C#, Python, Excel, VBA, MATLAB is required
    Strong understanding of market data and market data providers such as Bloomberg and Reuters is required
    Hands-on domain expertise in credit or market risk (quant model validation, not just managing reporting)
    Masters or higher (preferably in Financial Engineering, Physics, Mathematics with electives in derivatives valuation and stochastic calculus)
    Ph.D. in physics or mathematics desired
    Expert in numerical techniques and PDE solvers (monte carlo, finite difference, trees, quadratures)
    Know-how in construction of rate curves, volatility surfaces and extracting credit spreads from corporate bonds and credit default swaps
    Experience modeling in at least 3 major asset classes
    Seasoned experience in code organization and polymorphic design
    Quant development experience with GPU techniques is a plus
    Excellent communicator and self-starter
    Keen interest in quantitative finance, understanding of the global economy and fundamental factors including negative interest rate environment affecting the valuation of various asset classes including equity derivatives, rates, commodities etc.
    High proficiency in written and spoken English
    Ability to identify and solve issues effectively on time, eye for details.


    Join a fast-growing Risk MRM team, with a focus in designing, building and selling new productized offering
    Intimate knowledge of stochastic calculus and pricing theory applied to financial derivatives
    Identify what other areas have scope for projects, by knowing and understanding the Clients pain points/processes e.g. what else can be automated
    Project Management: create tailor-made projects and lead on the project delivery. Plan and designate project resources, monitor progress, and keep stakeholders informed the entire way
    Stay current with the latest technologies and bring innovative thinking to drive our technology products.