Head of Quant

We're seeking a skilled Quant Developer to design, develop, and implement quantitative models for derivatives pricing, risk management, and calibration. The ideal candidate will have expertise in quantitative finance, programming, and software development. Key Responsibilities: Develop and implement quantitative models for derivatives pricing, risk analysis, and calibration Collaborate with traders, risk managers, and other stakeholders to understand requirements and deliver solutions Write efficient, scalable, and well-documented code in languages such as Python, C++, or MATLAB Implement and validate pricing models, risk metrics, and calibration algorithms Analyze and optimize existing models and algorithms to improve performance and accuracy Requirements: Strong background in quantitative finance, mathematics, or physics Proficiency in programming languages (Python, C++, MATLAB, etc.) Experience with derivatives pricing, risk management, or quantitative calibration Knowledge of financial markets, instruments, and regulations