Quant Analyst

Job description

About Us: WSD is a leading financial services firm that leverages cutting-edge technology to deliver innovative solutions to the market. We work with a wide range of solutions supporting the structured products industry. Position Overview: We are looking for a Quantitative Analyst to join our team to develop our quantitative risk library. The role requires a mathematics and statistics background, with an understanding of financial fundamentals and enthusiasm for coding. While at WSD, you will further learn how to code and develop interactive libraries, test and roll out software applications that fit in the IT landscape of a bank. You will also have client contact from day one. In addition, you will acquire a range of knowledge of financial products generally. Responsibilities: · Maintain and develop our risk-engine, which is implemented in JavaScript/NodeJS and Java with an in-house library of functions. · Expose to various asset classes, including equities, foreign exchange, commodities, interest rates, inflation, credit defaults, etc., and review the associated model implemented in the library as per the European Union’s Regulatory Technical Standards (RTS) for packaged retail i...