AVP VP - Quant Risk
over 1 year ago
• Provide quantitative analysis to front office to support their Rates Options and Structured Rates business
• Involved in development and validation of new models, deriving analytical and numerical pricing algorithms using advanced mathematical and statistical techniques
• Conduct quantitative analysis on model related issues as well as various financial products’ pricing/ risk profiles, perform back testing and performance testing.
• Expert in financial modelling, ideally exotic products.
• PhD or Masters degree in Mathematics, Physical Sciences, Engineering or related Quantitative Science.
• 5-10 years experience in quantitative finance, ideally in desk quant roles.
• Strong programming skills in C++ and clear understanding of algorithms and data structures.
• Experience with FX and Equities modelling advantageous
EA Licence No. 16S7973
EA Reg No. R1105334