Job Title: Quantitative Analyst – (8657)
Location: Sofia- BI-SAM - Sofia, 1407 BG (Primary)
Job Type: Full-time
Career Level: Experienced (Non-Manager)
Category: Information Research
Education: Bachelor's Degree
Our research and development team in Sofia consists of self-motivated, articulate and highly-skilled professionals. A unique blend of people with different skillset - from finance, through software engineering to mathematics. We are looking for a smart Quantitative Analyst to join us and participate in the research and development of analytical modules of a leading risk management platform – Cognity. Our product includes market risk (statistics), scenarios generation (time series analysis and probability distributions), stress testing and factor analysis (multivariate analysis), portfolio construction (optimal control and optimization) and derivatives pricing (stochastic calculus) modules.
This role you will give you the chance to handle internal analytical assignments including thorough research, prototyping and validation of both industry standard and proprietary financial models related to factor models, risk and risk budgeting statistics (Value-at-Risk and Expected Tail Loss), portfolio optimization and financial derivatives pricing.