Quant Analyst

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    "datePosted": "2025-11-28",
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    "description": "<p><span style=\"font-family: arial, helvetica, sans-serif; font-weight: bold\">About Us: </span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">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. </span></p>\n<p><br></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif; font-weight: bold\">Position Overview:</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">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.</span></p>\n<p><br></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif; font-weight: bold\">Responsibilities:</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Maintain and develop our risk-engine, which is implemented in JavaScript/NodeJS and Java with an in-house library of functions.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· 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 investment and insurance-based products (PRIIPs).</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Implement innovative payment features and other properties of structured products and OTC derivatives based on the market trends.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Collaborate with software engineers to implement complex features involving large data manipulation and storage, guide them with business logic and be the bridge between technical and non-technical people in the team.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Understand the financial insights behind product payoffs and code in PHP fully to build mapping logic to translate banks’ input in XMLs into the risk-engine’s input in JSON strings.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Communicate with Tier 1 bank clients and internal service desks, performing Monte-Carlo simulations to provide risk analysis, finding efficient and effective solutions to solve any possible issue linked with the risk-engine.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Develop a pricing platform and aggregate it with the existing risk-engine.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Support all quantitative finance relevant requests from any service desk at WSD.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Be a team player and actively communicate and corporate with other teams.</span></p>\n<p><br></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif; font-weight: bold\">Qualifications:</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Degree in Mathematics/Statistics/Computer Science, or any quantitative subject.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Experience in coding in any programming language (preferably in JavaScript and Java).</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Experience in building software architecture solutions, creating databases and API requests.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Knowledge in stochastic calculus, statistics, probability and numerical methods.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Experience in any academic/industrial statistical project.</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">· Good communication skills, being able to explain complex concepts to other people.</span></p>\n<p><br></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif; font-weight: bold\">About WSD and PRIIP Cloud service:</span></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">We specialize in helping banks automate the issuance process for structured products. In plain English, a structured product is a financial product, not unlike a savings account, where the return to the investor depends on the performance of an underlying asset (e.g., a stock or an index). While structured products tend to offer a higher return than savings account, they also tend to have a higher risk. Therefore, the issuance (i.e., the creation) of a structured product and its offering to investors is highly regulated. EU’s regulations require a key information document (KID) for each structured product. We offer banks automation solutions to generate such documents. Over 850,000 documents are automatically generated and delivered to our bank clients on a daily basis. The banks are required to produce these documents in 20+ languages.</span></p>\n<p><br></p>\n<p><span style=\"font-family: arial, helvetica, sans-serif\">If the role sounds interesting to you, please do not hesitate to share your resume to us!</span></p>\n<p><br></p>\n<p><span style=\"font-size: 10pt\"><em><span style=\"font-family: arial, helvetica, sans-serif\">WSD is an employer that values diversity. We highly encourage applications from appropriately qualified and eligible candidates irrespective of age, race, religion, national origin, gender, sexual orientation, gender identity and/or expression, veteran status, disability, or any other status protected by applicable law.</span></em></span></p>",
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