• experience in the quantitative modelling space or the ability to quickly learn and adapt to the demand of this function
• a sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
• strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• experience within the finance sector, ideally utilizing stochastic calculus is a plus
• previous exposure to derivative pricing models (preferably across a range of asset classes) is a plus
• good IT skills in Python or R. C/C#/C++ is a plus
• capable of documenting model development in a clear way, self-driven, organized and detail-oriented with a solid understanding of banking industry
• MS or PhD degree or equivalent in mathematics, statistics, physics, computer science or engineering