Overview

What will you do?

  • Apply your quantitative skills to research, develop and implement derivatives pricing models.
  • Provide general day-to-day quantitative support to trading desk.
  • Communicate quantitative concepts clearly to business users.
  • Maintain and enhance existing pricing models and on-desk analytics tools.
  • Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and IT systems.

What do you need to succeed?

Must-have

  • Minimum of 5 years of experience working in a derivatives-related quantitative role at a financial institution.
  • Advanced knowledge of vanilla and complex rates derivatives and cash products.
  • Advanced numerical and analytical programming skills in C++.
    Knowledge of advanced mathematics including stochastic calculus.

Nice-to-have

  • Postgraduate degree in a highly numerate discipline.
  • Knowledge of risk managements systems.
  • Knowledge of derivatives in other asset classes tes.han interest rates

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