12 - 13 maggio 2021 | Video colloqui liberi - Chat - Webinar
L'azienda effettuerà i colloqui liberi. Potrai prenotare un video colloquio durante la manifestazione.
Iscriviti subito e compila con attenzione il tuo CV.
Se sei già iscritto accertati che il tuo CV sia completo. Questo aumenterà le tue chance.
A partire dal 7 maggio troverai nella tua pagina personale tutte le istruzioni per partecipare all'evento.
Founded in 1999, Deriv.com (formerly Binary.com) is a pioneer in online trading. We enable our
customers to trade on the world’s financial markets. Focused on customer-centric solutions, we
aspire to be the world’s leading online trading service provider.
A career at Deriv.com offers you the opportunity to make an impact in a fast-growing organisation
that’s at the cutting edge of online trading technology.
As a Quantitative Analyst at Deriv.com, you will be involved in developing derivatives pricing, risk
management models, and algorithms. You will play a key role in the future growth, profitability, and
risk management of the company. Since all transactions on our platform are fully automated, you will
ensure that our pricing and risk management algorithms are robust, considering critical factors such as
real-time pricing parameters, data feed irregularities, and latencies.
• Apply mathematical models to real-world scenarios.
• Solve complex and abstract mathematical problems to optimise pricing and manage risk.
• Analyse trading patterns to identify new market opportunities.
• Communicate effectively with other team members to understand the big picture of the organisation
and its goals.
• Develop derivatives pricing, as well as risk management models and algorithms using C/C++, R,
MATLAB, Perl, Python, etc.
• Review, develop, and enhance options pricing, volatility forecasts, and risk management programs.
• Perform data mining using SQL databases, R/S-Plus, OLAP, and other analytical tools.
• Monitor website trading activity and minimise abuse.
• Generate periodic and special reports that summarise client trading trends.
• An advanced university degree in physics, financial engineering, or mathematics
• Minimum 2 years of experience in the relevant industry/position
• Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation,
differential equations, econometrics, derivatives pricing, and statistical modelling
• Experience in using financial information sources such as Bloomberg and Reuters
• Expertise in the application of object-oriented programming languages (C++ and Perl), coupled with
the ability to produce high-quality code
• Excellent spoken and written English communication skills
• Growth-inducing challenges
• Productive work atmosphere
• Cooperation, support, and empowerment
• Career progression opportunities
• Market-based salary
• Annual performance bonus
• Health benefits
• Casual dress code
• Travel and internet allowances
On the job training is provided
Any assistance with accommodation/relocation
30 days accommodation provided for relocation candidates only
Annual Gross Salary ranges from € 30K to €60k.
How will the interviews be held – Online/Onsite
If you wish to apply for this position, you must attach your CV in English