full-time
Quant Researcher (Credit Risk)
Infinity Exchange
- Employer
- Infinity Exchange
- Location
- Brussels, Brussels-Capital, Belgium
- Working pattern
- on-site
About the role
Develop and enhance valuation and risk models for the lending portfolio, covering interest rates, foreign exchange, credit, and other complex risks. Provide real-time quantitative analysis to internal leaders and external stakeholders, and communicate methodologies while collaborating with Market Risk, Technology, Finance, and other groups. A master's or PhD in a quantitative field is required, along with strong analytical and numerical problem-solving skills and knowledge of probability theory and stochastic calculus. Candidates should have experience with pricing models for interest rate options and exotics, credit, inflation, foreign exchange, or hybrids, plus C/C++ programming skills; Python, VBA, machine learning, and FRM, CFA, or CQF qualifications are advantageous.