Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain
Job Summary
Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain.
Develop and implement quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management.
Shape the next generation of linear-rates models and the modern architecture that powers our pricing and risk platforms using high-performance C++.
Matching Summary
Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain.
Skills & Requirements
Must-have
quantitative modelling
high-performance C++ development
linear interest-rate products
analytical libraries ownership
quantitative methodologies expertise
Nice-to-have
interest-rate curve construction
probability and statistical modelling
self-sufficient and pro-active
creative problem solving
stakeholder collaboration
Key Requirements
Master’s degree or equivalent
Excellent modern C++ programming skills
Solid quantitative foundation
Understanding of core linear interest-rate products