Junior Quantitative Analyst
Joining CompatibL is a unique chance that provides the opportunity to work alongside experienced professionals on impactful, quantitative projects across North and South America, Europe, the Middle East, Africa, CIS and South Asia. With individual coaching and continuous feedback, this opportunity enables you to learn a diverse set of models and techniques across multiple client projects and advance your quant skills faster compared to working on a single project in a bank.
Don’t miss this opportunity to gain valuable experience in a highly competitive and demanding field of quant research.
What will you be doing?
- You will work together with the team of senior quantitative analysts on comprehensive model validation and challenging quantitative consultancy projects.
- You will help delivering best-in-class trading and risk enterprise software for the financial markets industry.
- You will support and liaise directly with customers in Europe, and collaborate with business development and marketing teams to help grow CompatibL’s business.
What are we looking for?
- A degree in mathematical finance or math, physics, or computer science
- Strong applied math skills, the ability to work with data
- Knowledge of key principles of risk and valuation of financial instruments
- Be familiar with IR and FX asset classes including derivatives
- Ability to write methodology documents
What additional skills will help you stand out?
- Practical knowledge of LaTeX
- Solid knowledge of probability theory and statistics
- Practical experience in any of the following languages: C++, C#, Python
- Experience with QuantLib
- Strong personal and presentation skills
CompatibL was founded in 2003 and delivered its first software product, a real-time PFE-based limit management system, to a top US investment bank in 2004. Today, CompatibL provides trading and risk management solutions to some of the largest financial institutions worldwide, including four major derivatives dealers, 33 central banks and some of the world’s largest asset managers in the Americas, EMEA, and APAC.
CompatibL’s quantitative research program has produced multiple innovations in models and numerical methods for counterparty credit risk, settlement risk, risk premia in the yield curve, adjoint algorithmic differentiation, and many others.
The team counts over 300 highly skilled quantitative analysts, financial engineers and developers located in the USA, Europe and Singapore.
If you’re interested in becoming a part of CompatibL, send your CV to email@example.com.