Derivatives Expert (offline)

The day-to-day responsibilities of the role will include:

- Providing general derivatives advice to the team responsible for building user-facing products.
- Creating and testing margining systems for options, futures and related financial instruments.
- Modelling options and futures products to determine optimal methods for handling under-collateralised traders.
- Writing code for use in the research, then guiding the software engineering team on the implementation of your concepts/approaches.
- Working with other members of the financial engineering team to stress-test, back-test and validate models.
- From time-to-time, helping to document your methods for presentation to financial and/or technical audiences.

The ideal candidate will fit the following criteria:

- 5+ years experience in a quantitative role at a hedge fund, investment bank, market making firm, proprietary trading firm or similar
- Ideally a strong academic record in a rigorous quantitative discipline
- A genuine passion for the financial markets and an interest in developing new financial products
- Willingness and ability to work as part of a globally-distributed team
- Ability so solve challenging problems and to communicate solutions both verbally and in writing

We offer:
- Long-term project with attractive payment;
- Brand new office in city center of Kiev (Metro Pecherska) with young environment and talented guys;
- PE accounting handled by the company’s accountant;
- 20 days of annual paid vacation;
- Flexible schedule depends on projects needs;
- English classes inside the office (2/week with a native speaker);
- Interesting corporate events;
- Cool presents for Birthday and work anniversary;
- Fresh fruits/cookies/coffee/tea/candies.