Must also have the following: 4 years of professional experience in programming using Python, C# and SQL, applied to quantitative finance and algorithmic trading environments; 4 years of professional experience using statistical models to price and analyze financial products, including Black-Scholes, Local Volatility and Hull-White models; 4 years of professional experience developing post-trade analysis systems on algorithmic trading strategies performances, involving SQL databases interactions, data pipeline including Python Luigi and trading reports using Streamlit; 4 years of professional experience performing development and quantitative modeling analysis in Python, C# and Excel; 4 years of professional experience performing complex quantitative analysis on financial markets using stochastic models, numerical methods and optimization techniques, including ARIMA, PDE models, PCA, Regressions and Advanced Machine Learning frameworks; 4 years of professional experience in alpha generation for Fixed Income algorithmic trading strategies; 4 years of professional experience analyzing the performance of quoting algorithm within electronic trading framework; 4 years of professional experience analyzing portfolio performance and client trading behaviors using advanced statistical methodologies; and 4 years of professional experience developing and maintaining a pricing library with code sharing framework. MINIMUM REQUIREMENTS: Master’s Degree or U.S. equivalent in Operations Research, Statistics, Finance, Financial Engineering, or related field, plus 4 years of professional experience as a Quantitative Advisor, Quantitative Analyst or any occupation/position/job title involving quantitative, programming, and statistical models for financial markets.