Your role As a Quantitative Analyst at Deriv, you will be involved in developing derivatives pricing, risk management models, and algorithms. You will play a key role in the future growth, profitability, and risk management of the company. Since all transactions on our platform are fully automated, you will ensure that our pricing and risk management algorithms are robust, considering critical factors such as real-time pricing parameters, data feed irregularities, and latencies. Your challenges Apply mathematical models to real-world scenarios. Solve complex and abstract mathematical problems to optimise pricing and manage risk. Analyse trading patterns to identify new market opportunities. Communicate effectively with other team members to understand the big picture of the organisation and its goals. Develop derivatives pricing, as well as risk management models and algorithms. Review, develop, and enhance options pricing, volatility forecasts, and risk management programmes. Perform data mining using SQL databases and other analytical tools. Monitor website trading activity and minimise abuse. Generate periodic and special reports that summarise client trading trends. What you have An advanced university degree in physics, financial engineering, or mathematics Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation, differential equations, econometrics, derivatives pricing, and statistical modelling Experience in a programming language such as Python, R, and SQL Excellent spoken and written English communication skills What’s good to have Experience in using financial information sources such as Bloomberg and Reuters Knowledge of Perl What we’ll give you The best workplace you can possibly imagine — a gorgeous 5-storey building including a rooftop garden, a gym, squash court, yoga room, barbecue pit, jam studio, and a lot more! A chance to work with top talent from across the globe (70+ nationalities) Ample team-building and bonding activities Great overseas travel opportunities Competitive salary and annual performance bonus A range of health benefits Casual dress code About us We’re Deriv. We’re all about trading. We’re the geeky upstarts who pioneered an industry. That was more than 20 years ago, and we’re still going strong. Today, we work across continents and serve over a million traders from around the globe. Join us. Grow with us. Our team We are the Trading team at Deriv. We develop the underlying risk and pricing models that drive our products and enable customers to trade on our platforms. We are central to the profitability and success of the company. We track the company’s performance, mitigate risk, and provide useful, actionable insights that help us develop solid business strategies. Location Cyberjaya, Malaysia
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Bachelor's or Equivalent
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