Required Qualifications New grad student, with graduation date in December 2019 Strong academic background in a relevant STEM field (Mathematics, Computer Science, Operations Research) Solid knowledge of Financial Mathematic with specific focus on domestic and foreign fixed income products Internship experience with structured products
Strong programming skills Knowledge of using Python to price structured products and testing prices with Monte Carlo Simulations, experienced with volatility surface and yield curve calibration. Knowledge of solvers and packages for calibration problems in finance.
Data Integration skills Knowledge of JSON Schema integration with MongoDB and Redis API development skills Knowledge of API tools like Django and Flask and deployment platforms like Jenkins, Google Cloud Kubernetes engine and version control systems like Github.
Send resume to: Anthony Malizzio, email@example.com