Typical Day in Role:
• Review existing initial margin model and work to extend it to cover operations in Mexico
• Testing, troubleshooting and reviewing process updates
• Ensuring the computed margin amounts are correct and working to identify any errors in computation
• Working to make enhancements to the ongoing monitoring framework for initial margin model.
• Ensuring the new processes are functioning front to end
• Working closely with senior team members to ensure the implementation is transitioned correctly
• Utilizing C++ and Python to make adjustments to the current model
Candidate Requirements/Must Have Skills:
• Doctorate or Master’s Degree in quantitative finance, mathematics, computer science, physics, or other quantitative areas.
• Up to 2 years’ experience after graduation with a passion for quantitative finance.
• Demonstrable knowledge of numerical methods and computational modelling: for example, finite difference / finite element, Monte Carlo simulation, optimization, artificial intelligence.
• Strong programming skills in C++ or Python and the willingness to learn other programming languages.
Nice-To-Have Skills:
• Prior FI experience
Soft Skills:
• Good communication and interpersonal skills and a team player and ability to work well in a fast-paced environment with changing priorities.
• Solutions-focused attitude, recognizing opportunities to contribute to team outcomes, and showing ownership over delivery.
Degrees or certifications:
• Doctorate or Master’s Degree in quantitative finance, mathematics, computer science, physics, or other quantitative areas.