Quantitative Finance Specialist
A specialist contractor role for the development and refinement of the platform's Monte Carlo simulation engine, the Value-at-Risk computation, and the scenario modelling apparatus more generally.
Compensation: US$120 to US$225 per hour
About the Role
The platform's quantitative apparatus rests on substantial mathematical and statistical foundations that benefit from continuous specialist attention. This role is structured as a contractor engagement, typically engaged for project-based development of quantitative features, then on an ongoing advisory basis as the apparatus matures.
Responsibilities
- Develop and refine the platform's quantitative analytical engines, principally the Monte Carlo simulation and the Value-at-Risk computation.
- Calibrate the engines against the historical record and against the academic literature.
- Author the methodology notes that document the quantitative apparatus.
- Advise on the development of new quantitative features.
What We Are Looking For
- A postgraduate degree in a quantitative discipline (statistics, financial engineering, applied mathematics, physics) or comparable demonstrated capability.
- Substantial experience implementing Monte Carlo and risk-modelling work in a financial context.
- Strong Python or comparable analytical-language skills.
- Capability to write quantitative methodology in a register suitable for the Drusus documentation.
How to Apply
Please write to careers@gravenos.com quoting the reference code GRV-019 in the subject line. Include a brief covering note, a CV or comparable record of your work, and any work samples you think relevant. We will reply.