pricing derivatives

Careers


Senior Quantitative Analyst

Location: Austin, Texas

Job Description

Research and build derivatives pricing and risk management models; apply computational finance knowledge to analyze pricing, hedging and optimal investment problems; develop new pricing algorithms with implementation in C/C++; advise the company strategically regarding the selection of models, the applicability of algorithms, the development time, and the literature of the quantitative finance.

Education/Experience Requirement:

Master Degree in Computational and Applied Mathematics plus one year experience in the job offered or one year research experience in derivatives pricing. SciComp Inc. is an Equal Opportunity Employer.

How Do I Apply?

    By Mail:

    Recruiting
    SciComp Inc.
    5806 Mesa Drive, Suite 250
    Austin, TX 78731

    By Fax:

    Fax your resume to (512) 451-1622.

    By Email:

    Please send an ASCII text (only) resume (with no attachments) to recruiting@scicomp.com.

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UPCOMING EVENTS

ICBI Global Derivatives 2008
Annual Conference
Paris, May 19-23, 2008

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
17-18 March 2008

ISDA 23rd Annual General Meeting
15-17 April 2008