Core Responsibilities:
- Design and implement Python-based algorithms within the firm's proprietary framework (Athena).
- Quantifying model performance with an in-depth analysis of various model characteristics
- Heavy-duty empirical data analysis to identify potential model weaknesses
Essential Skills:
- Programming: Ability to write clean and efficient code in any programming language
- Excellent in algorithms and problem-solving skills
- Communication: Excellent written and verbal communication skills as the frequent sync-ups with the New York team and clients would be required.
- Quantitative and Analytical Skills: Good knowledge in probability theory, statistics and numerical analysis. Highly analytical bent of mind.
- Good Knowledge of Derivatives & Financial Products
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