от компании (организации): Сбер для экспертов в городе (населённом пункте): Москва, Россия
в отрасли экономики "Банки, инвестиции, лизинг" → "Инвестиционная компания"
с заработной платой: по договоренности
Вакансия № 24076127 добавлена в базу данных сайта Работа в Москве и Московской области (МО, Подмосковье): Четверг, 7 ноября 2024 года.
Дата обновления вакансии № 24076127 на сайте Работа в Москве и Московской области (МО, Подмосковье): Среда, 13 ноября 2024 года.
Обращаем Ваше внимание, что на момент обращения к работодателю вакансия № 24076127 может быть уже занята. Администрация сайта Работа в Москве и Московской области (МО, Подмосковье) приносит извинения за доставленные неудобства.
Требования к опыту работы:
3–6 лет
Тип занятости:
полная занятость
График работы:
полный день
Дополнительные сведения о вакансии: Senior Quantitative Analyst
To provide the Trading Teams in the Department of Global Markets with modern mathematical models for the valuation of their derivative books and computations of associated risks
Responsibility
- researches, designs and implements pricing and risk-management models for derivative instruments traded in the Department of Global Markets;
- сontributes new model and numerical method implementations to the centralized Pricing Service C++ library;
- reviews, optimizes and improves existing numerical algorithms and models;
- provides quantitative advice to the Trading and Structuring Teams on new derivative products and new business ideas;
- area of the powers solved questions/degree: the solution of questions within widely certain the politician is also more whole than the organization;
- complexity of the resolved issues: The questions which are constantly demanding adaptation or development of new decisions by means of the analytical, interpreting, estimated, creative thinking.
Requirements
- education / compulsory additional education – existence of the highest education / an academic degree in the field of mathematics or physics;
- experience – not less than 5-7 years;
- specialized practical / professional knowledge and abilities [products, processes, systems] – extensive knowledge of financial mathematics. In-depth knowledge of relevant asset classes. Knowledge of numerical methods and algorithms (finite differencing, Monte-Carlo simulations). Considerable experience in C++ programming;
- administrative knowledge and abilities [planning, management, integration] – administrative skills are not required;
- skills of communication and interaction justification/argument. At interaction ability to understand other people, to give support and/or to influence them is required, using special knowledge or rational arguments to induce others to action or to convince them.
Conditions
- work in the largest bank of Russia;
- employment according to the Labor Code of the Russian Federation;
- regular corporate training;
- VMI, insurance against accidents and serious diseases;
- financial assistance and social support, corporate pension program;
- preferential credit conditions;
- a bright and rich corporate life.
Откликнуться на эту вакансию: Senior Quantitative Analyst
Предыдущая вакансия:
Вакансия № 24076124 на должность Аналитик по бизнес-процессам от компании ООО Павлово-Посадский Гофрокомбинат в городе (населенном пункте) Павловский Посад