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Quant Researcher

Posted on 8 August 2023

Infinity Exchange is a pioneering institutional interest rate and complex credit DeFi protocol. This position is within our Credit Risk team with the main focus being to support and develop complex valuation and risk analytics for the purposes of internal risk management and external stakeholder communication. The right person is probably a desk quant on the exotic rates or structuring desk. 

Key responsibilities

Quantitative support and analysis provided to the Risk Manager, CEO, and external stakeholders on a real-time basis on a variety of aspects ranging from group-level, product-level, and user-level exposure.

Development and enhancement of complex models for the valuation and risk management of our lending portfolio, in respect of interest rates, FX, credit, and/or other esoteric risks.

Regular interaction with a range of groups (Market Risk, Technology, Finance, etc.)

Communicating our approach and methodologies employed externally where appropriate. 

Skills & Experience

Experience with pricing models for interest rate options and exotics, credit, inflation, FX or hybrids is desirable.

Good programming skills in C/C++ for the implementation of numerical methods using object-oriented design, knowledge of Python, VBA, and Machine Learning is a plus. 

Strong analytical, numerical and problem solving skills, good knowledge of probability theory and stochastic calculus for finance.

Excellent communication skills and ability to interact with various business groups and associated support functions on a daily basis.

Masters/PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering or physics is a prerequisite. Advanced certification such as an FRM / CFA / CQF qualification is an advantage.

Interested parties may reach us at: talent [ @ ], please kindly put "Quant Researcher" in the subject line.

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