Pracovní místo ( FX Options Quantitative Analyst ) již není aktuální, zadavatel tuto pozici obsadil, nebo si nepřeje tuto pracovní nabídku dále zobrazovat.
Pracovní náplň
What will you be doing?
• Developing models and methodologies for pricing and risk managing FX option products
• Developing the mathematical and financial foundation for new models and methodologies
• Developing tests, estimation and calibration procedures for the models and methodologies
• Writing documentation for the models and methodologies including the estimation and calibration procedures
• Implementing the models and methodologies and the estimation and calibration procedures in C++ and Python in Barclays’ Quantitative Analytics Libraries
• Monitoring the daily performance of the models and methodologies
This opportunity is open to flexible working arrangements. Such as working from home, flexible or compressed hours, and part-time options. If you have a need for flexibility, please apply and discuss this with us during the hiring process.