The role involves leading the development of advanced quantitative models for interest rates, hybrids, exotics, and repack structures within a strategic buildout initiative
Job Summary
The role involves leading the development of advanced quantitative models for interest rates, hybrids, exotics, and repack structures within a strategic buildout initiative.
Candidates will collaborate with Sales & Trading, Technology, and Project Management teams to deliver robust software aligned with Agile processes.
The position requires deep expertise in multi-curve frameworks, stochastic volatility surfaces like SABR, and optimizing performance for large-scale trading platforms.
Matching Summary
The role involves leading the development of advanced quantitative models for interest rates, hybrids, exotics, and repack structures within a strategic buildout initiative.
Skills & Requirements
Must-have
Interest rates product modeling
Term structure modeling expertise
Stochastic funding model calibration
SABR volatility framework knowledge
Hybrid exotic repack instrument pricing
Nice-to-have
Agile-based SDLC process experience
Cross-asset platform integration skills
Mentoring junior team members
Strong stakeholder collaboration abilities
Key Requirements
Master's or PhD in Computational Finance or related field
Experience in Securities Quantitative Analytics for Rates products
Proven front office quant experience with Sales and Trading