IFS Valuation Specialist, Officer recruitment
Regular/Temporary: Regular
1. Financial modeling of exotic financial derivatives
2. Develop daily profit and loss analysis for structure products
3. Review financial research and develop methodologies to refine models to account for market changes
4. Backtesting of existing financial models
5. Develop methodologies and tools to assist in daily pricing processes
6. C++ programming skills or strong VBA programming skills
7. Understanding of FinCad Developer or similar software
Skills
1. Masters in Mathematics, Physics or Financial Engineering
2. 2 - 4 years of experience
3. Understanding of fixed income and credit derivatives - swaps, caps/floors, swaptions
4. C++ programming skills or strong VBA programming skills
5. Supervisory experience
6. Experience in any of the following product area:
- Yield curve construction
- Volatility cube construction
- Option modeling calibration
, 2 to 4 years