Quantitative Developer

2 weeks ago


Dubai, Dubai, United Arab Emirates Selby Jennings Full time

As a Quantitative Developer, your role will be to assist portfolio managers and traders in the creation and upkeep of a centralized library for valuation and risk calculations. Your assistance will be required in :

  • Developing a toolkit for Forward and Rolls pricing, dividend futures, and TRFs across various regions
  • Building Repo / borrow / funding spread curves
  • Ensuring the interconnectivity of the above with risk engines and valuation models

Your Qualifications

What you should have :

  • A minimum of 3 years of experience in a relevant field
  • Proficiency in Python
  • Prior experience with risk or equity derivatives
  • Experience in collaborating with quantitative risk members, traders, and portfolio managers
  • Excellent written and verbal communication skills
  • Experience in working within production environments
  • A strong sense of ownership with a proven track record of delivering results
  • Proven experience in delivering both short-term and long-term projects to senior stakeholders
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