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Advanced experience and knowledge of Python software development in industry or academia Degree in computer science, engineering, physics, or mathematics or equivalent work experience . This includes international candidates who qualify through experience in their home country. Experience working on large codebases A deep understanding of derivative pricing including the related XVAs Theoretical understanding of and hands-on experience in developing mathematical models Strong analytical skills and attention to detail but tempered with an ability to think laterally. Excellent communication skills and the ability to present complex issues in a clear and articulate way to a non-technical audience. Familiarity with software engineering best practices. Familiarity with source control (ideally Git).
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