IR & Inflation Portfolio Valuations | London
Client-facing quantitative role in London with a global financial services company - IR Inflation derivatives opportunity. Lots of opportunities for quick career rpogression within a very fluid team who favours entrepreneurial candidates with a genuine passion for a role has a solid mix of technical and cultural fit.
Duties accountabilities
- Working on the quantitative, analytical and technological development of exotic interest rate and inflation derivative valuation capabilities
- Providing on-going communication to clients on any issues relating to exotic interest rate and inflation derivative valuations including the co-ordination of complex client trials and addressing non-standard queries and price challenges
- Enhancing existing pricing models or specifying / building / testing / calibrating pricing models to support new products within these asset classes
Type of skill set needed:
- Proven track record in pricing interest rate or inflation derivatives with calibration to the traded markets is essential
- 2-4 years of industry experience coming from roles such as Valuations, Structuring, Trading, IPV in some instances, product control.
- MSc (possibly BSc) in quantitative discipline
- A solid understanding of pricing and derivatives i.e. underlying assumptions, financial maths of derivatives
- Familiarity with the use of standard pricing models in IR markets
- Strong Excel and VBA skills are essential. Some SQL would be advantageous
- Client-facing experience desirable
Please apply into the Quantexotic link below.
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