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?
- 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.
- 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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