Develop new models for linear products, including pricing, risk management, and flow PnL, while maintaining and improving existing models and analytics
Job Summary
Develop new models for linear products, including pricing, risk management, and flow PnL, while maintaining and improving existing models and analytics.
Support traders with trade pricing, risk management, and PnL investigation, and develop tools for pricing, risk management, and data-driven insights.
Collaborate with Technology teams to deliver and test models and create tools for trading desk applications, and work closely with controllers and model risk groups for documentation and approval.
Matching Summary
Develop new models for linear products, including pricing, risk management, and flow PnL, while maintaining and improving existing models and analytics.
Skills & Requirements
Must-have
Quantitative modeling
Linear FX/IR products
Scala, C++, or KDB coding
Risk management analytics
PnL investigation
Nice-to-have
Collaborative global teamwork
Independent work ethic
Strong technical communication
Key Requirements
MSc or PhD in mathematics, physics, or quantitative subject