Quantitative Analyst

We are seeking a highly skilled Quantitative Analyst to join our team at Link Group. As a quantitative analyst, you will play a crucial role in developing and implementing complex financial models, risk frameworks, and regulatory requirements across various asset classes.

• Develop and maintain mathematical models for pricing derivatives, risk management, and other financial applications.
• Analyze and interpret large datasets to identify trends, patterns, and insights that inform business decisions.
• Collaborate with cross-functional teams to design, implement, and validate financial models and risk frameworks.
• Stay up-to-date with the latest developments in quantitative finance, risk management, and regulatory requirements.

• Master's degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics.
• 5+ years of experience in quantitative finance, risk management, or model development.
• Proficiency in R, SQL, VBA, Python, Java, C++.
• Strong understanding of Monte Carlo methods, Finite Difference methods, and Stochastic Calculus.
• Experience with pricing derivatives for asset classes like fixed income, equities, credit, FX, and commodities.
• Knowledge of market risk (VaR, Stressed VaR, Expected Shortfall) and credit risk (CVA, PFE, etc.).
• Hands-on experience in model development, validation, back-testing, stress testing, and benchmarking.
• Experience with risk modeling, credit portfolio modeling, and regulatory compliance (CRR, ECB, Basel, FRTB).

• Certifications: FRM, CQF, CFA, PRM.
• Experience with ETRM/CTRM systems (e.g., Calypso, SunGard, Murex, Bloomberg, RiskMetrics).
• Knowledge of AI, Blockchain, RPA, Cloud, and Microservices in finance.

Link Group is a leading provider of software solutions and consulting services to the financial industry. We are committed to delivering high-quality products and services that meet the evolving needs of our clients.