Saturday to Wednesday 8:00 -17:00
-
Loan -Health insurance
-Learning stipends
-Game room
-Lunch
-Resting space
-In-house Medical doctor
-Breakfast
-Occasional packages and gifts
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1001 - 5000 employees
Finance / Investment
Iranian company dealing with Iranian and foreign customers
1384
Privately held
Loan توضیحات بیشتر
key Requirements
3 years experience in similar positionMaster Math / Statistics or Economics MySQL - Intermediate
Python - Advanced
Git - Intermediate
NumPy - Intermediate
pandas - Intermediate
Job Description
We are seeking a Quantitative Researcher specializing in derivative instruments to join our quantitative team. The successful candidate will combine expertise in quantitative finance, statistical methods, and programming to strengthen our investment decision-making process and develop systematic trading strategies. The role covers research, model development, risk analysis, and the building of analytical tools.
Responsibilities:
1. Quantitative Research and Strategy Development
2. Portfolio Risk Analysis and Reporting
3. Data Analysis and Analytical Tool Development
Qualifications:
1. Specialized Knowledge
2. Technical Skills
3. Professional Skills
4. Preferred Qualifications
Responsibilities:
1. Quantitative Research and Strategy Development
- Review academic and applied literature on quantitative finance, derivatives, and trading strategies, and assess the feasibility of implementing new methods in live market conditions.
- Design, develop, and evaluate quantitative models and trading strategies based on options and other derivative instruments.
- Conduct backtesting, sensitivity analysis, and robustness testing, accounting for transaction costs, liquidity, and execution constraints.
- Analyze market data to extract indicators and signals that support investment decisions.
2. Portfolio Risk Analysis and Reporting
- Calculate, monitor, and analyze risk metrics for derivatives portfolios, tailored to the type of strategy and trading instrument.
- Analyze market risk, volatility risk, directional risk, liquidity risk, and risk arising from changes in underlying asset prices.
- Monitor option Greeks (Delta, Gamma, Vega, Theta) and portfolio exposure to market, volatility, and liquidity risks.
- Calculate and analyze VaR, CVaR, and stress scenarios in line with risk management requirements.
3. Data Analysis and Analytical Tool Development
- Extract, clean, process, and analyze financial and trading data, and develop dashboards for monitoring performance and risk.
- Automate calculations and reporting processes.
- Document models, assumptions, and research results for team review and use.
Qualifications:
1. Specialized Knowledge
- Master’s degree or higher in financial engineering, quantitative finance, financial mathematics, statistics, or a related field.
- Strong command of derivatives pricing fundamentals, option valuation models, and Greeks calculations.
- Strong knowledge of probability, statistics, and time series analysis.
- Strong knowledge of market structure and contract specifications, as well as options market regulations, trading constraints, and exercise and settlement rules.
- Familiarity with the principles of backtesting, strategy evaluation, and portfolio risk management.
2. Technical Skills
- Advanced proficiency in Python for quantitative research (pandas, NumPy, SciPy).
- Hands-on experience in object-oriented programming (OOP).
- Hands-on experience with Git version control.
- Hands-on experience with databases and SQL.
- Familiarity with data visualization tools (experience building analytical dashboards is an advantage).
3. Professional Skills
- Ability to read and analyze English-language academic sources and translate research ideas into practical solutions.
- High attention to detail in data analysis and financial calculations, with rigorous validation of results.
- Ability to communicate quantitative findings clearly to managers and decision-makers.
- Strong sense of accountability, analytical thinking, documentation discipline, and teamwork.
4. Preferred Qualifications
- Hands-on experience analyzing or managing derivatives portfolios.
- Experience designing and evaluating options or futures trading strategies.
- Experience building analytical dashboards.
Job Requirements
Gender
Men / Women
Military service
Military service must be done
Education
Language
Software
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