* Solid mathematical and physical background. Strong analytical and problem solving abilities, presentation and technical writing skills* Expertise in financial mathematics, development of complex valuation algorithms, modeling, Monte-Carlo simulations* Rich development experience with C/C++ (including parallel and GPU programming) in various environments. Core knowledge of Java and Python* Expertise in scientific programming, with a focus on high performance computing algorithms and techniques, numerical analysis. Proficiency in Mathematica, Matlab, numerical libraries* Strong experience in cross-team collaboration and involvement in several projects/events simultaneously, the ability to learn quickly. Experience of international business trips* Language ability: English (advanced, level C1), German (intermediate, level B2), French (basic), Russian (native)
Listed skills include Algorithms, C++, Programming, Quantitative Finance, and 44 others.