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Banking & Credit Intermediation / Junior Quantitative Researcher/Analyst

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Vacancy ID: Req 000650

Date: 7 April 2015

Deadline: 7 May 2015

Work conditions: Full Time

Location: Baku, Azerbaijan

Salary: negotiable




Job description:

  • Building securities trading strategies and researching asset allocation strategies across multiple asset classes
  • Assist in coming up with strategic and tactical asset allocation decisions
  • Creation/maintenance of investment and risk management models for actionable investing views
  • Design, implement, evaluate and backtest quantitative models for asset allocation and risk management
  • Data mining and statistical modeling based asset allocation (listed instruments, equities and futures)
  • Understanding country and sector allocation views
  • Communicate technical information within the Bank 

Requirements:

  • Solid understanding of Stochastic Analysis, the Black-Scholes model, its application, interpretation and extensions
  • Solid understanding of securities valuation techniques and their critique
  • Solid understanding of hedging techniques
  • Solid understanding of Monte Carlo simulation
  • Must have a very technical background, with strong programming in C/C++ and Matlab (the latter is crucial and will have to be developed within no longer than 6 months)
  • Working knowledge of SQL (to be developed)
  • An advanced degree in Mathematics, Physics, Computer Science, or Econometrics
  • Strong analytical writing skills
  • Hard working, team player, easy to get along with, open to new challenges and initiative-taker are crucial