As a Fixed Income Sr Quant, your mission would be to develop, implement and maintain models to price and risk manage fixed income derivatives within global markets activities
Job Summary
As a Fixed Income Sr Quant, your mission would be to develop, implement and maintain models to price and risk manage fixed income derivatives within global markets activities.
Extend the pricing capabilities of the quant libraries by improving the existing tools/models and developing new ones.
Provide continuous support to the rates trading desk in their use of front office quant tools and models.
Matching Summary
As a Fixed Income Sr Quant, your mission would be to develop, implement and maintain models to price and risk manage fixed income derivatives within global markets activities.
Skills & Requirements
Must-have
quantitative fixed income derivatives pricing
model calibration and support
Python and C++ programming skills
risk management
front office quant tools
Nice-to-have
proactive and responsible approach
understanding customers' needs
highest standards of service
teamwork
Key Requirements
Around 5 years of experience
Msc in Maths, Physics, Computer Science, or similar