Quantitative Finance Specialist

關於此職位

The platform's quantitative apparatus rests on substantial mathematical and statistical foundations that benefit from continuous specialist attention. This role is structured as a contractor engagement, typically engaged for project-based development of quantitative features, then on an ongoing advisory basis as the apparatus matures.

職責

• Develop and refine the platform's quantitative analytical engines, principally the Monte Carlo simulation and the Value-at-Risk computation.
• Calibrate the engines against the historical record and against the academic literature.
• Author the methodology notes that document the quantitative apparatus.
• Advise on the development of new quantitative features.

我們所尋求者

• A postgraduate degree in a quantitative discipline (statistics, financial engineering, applied mathematics, physics) or comparable demonstrated capability.
• Substantial experience implementing Monte Carlo and risk-modelling work in a financial context.
• Strong Python or comparable analytical-language skills.
• Capability to write quantitative methodology in a register suitable for the Drusus documentation.