Production of in-depth reporting and analysis for the Risk Department using Python, R, SQL etc.
Building tools for P&L, hedging analysis and stress-testing
Daily and ad-hoc reporting of portfolio analytics
Financial markets research on Bloomberg
The following skills are required:
A masters or PhD in Computer Science, Mathematics, Statistics or scientific/engineering discipline (Experience level can be 0 for candidates with PHD and relevant research, or 3+ for candidates with a masters degree.)
Experience of writing models in languages, such as R, Python, C++ or KDB; and
Advanced Microsoft Excel skills and proficiency with handling large sets of data
A good understanding of statistics and numerical analysis (e.g., hypothesis testing, regressions, random variables, inference, stochastic calculus)
The following skills are essential:
Coding in various programming languages
Bloomberg Terminal is a plus
Fluent in written and spoken English with excellent written and verbal communication
Ability to work well in a team and individually
With a high level of organizational skills and the ability to multi-task, simultaneously handle multiple tasks/projects, determine priorities and meet deadlines on time in a fast-paced business environment