PhD in a quantitative field (excluding computer science). Knowledge of stochastic calculus, probability theory, numerical simulation (Monte Carlo), lattice and grid based pricing methods is necessary. A strong mathematical and programming background in C/C++ is required for the independent development work. Knowledge of general derivative pricing framework and hand-on experience in implementing derivative models are plus. Curiosity, desire to learn, and a healthy skepticism about received wisdom are all desirable.

PhD in a quantitative field (excluding computer science). Knowledge of stochastic calculus, probability theory, numerical simulation (Monte Carlo), lattice and grid based pricing methods is necessary. A strong mathematical and programming background in C/C++ is required for the independent development work. Knowledge of general derivative pricing framework and hand-on experience in implementing derivative models are plus. Curiosity, desire to learn, and a healthy skepticism about received wisdom are all desirable.