Location

Colombo, Sri Lanka

Functional Area

Quantitative Services

Education/ Experience and Skills Requirement
  • A degree in Mathematics / Statistics / Engineering
  • Excellent communication skills
  • Experience in using Statistical packages – SAS, R, Python or Matlab
  • Experience in using Excel/VBA/SQL for data extraction and manipulation
  • The ability to work independently and meet deadlines under pressure
  • Knowledge in financial mathematics and data analytics
  • A high level of attention to detail
  • Competence in capital markets or risk management is an added advantage
Responsibilities
  • Design and develop quantitative models (pricing, risk, optimization, backtesting) based on client requirements
  • Test and validate models used for risk analytics and product pricing
  • Perform statistical analysis, stress testing and predictive modelling on financial data (sources Bloomberg, Reuters) and produce reports for clients and regulators

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