Design, develop, and implement advanced models that support the risk management, pricing, and trading of interest rate products
Job Summary
Design, develop, and implement advanced models that support the risk management, pricing, and trading of interest rate products.
This position plays a key role in a strategic initiative to develop next-generation quantitative models and integrate them into a unified, cross-asset risk and trading platform.
Success in the role requires close partnership with traders, technology teams, and quantitative specialists across asset classes.
Matching Summary
Design, develop, and implement advanced models that support the risk management, pricing, and trading of interest rate products.
Skills & Requirements
Must-have
Interest rate product modeling
Term-structure modeling frameworks
Volatility modelling frameworks
Quantitative model development
Front office quant experience
Nice-to-have
Cross-asset risk and trading platform
Partnership with traders and technology
Next-generation quantitative models
Key Requirements
Experience in quantitative analytics for interest rate / macro products
Experience in Securities Quantitative Analytics
Master's or PhD in Mathematics, Physics, Engineering, Computational or Quantitative Finance