IRD Professional/Product Manager recruitment
Ideal candidate will have a strong academic background and 5+ years experience in USD interest rate derivatives including experience at a top dealer bank.
Responsibilities:
Help develop quantitative methods for the pricing and risk management of G7 interest rate derivatives including swaps and swaptions
Service internal and external customers as a subject matter expert within the interest rate derivatives products space
Help develop a strategy for risk managing cleared and collateralized interest rate derivatives
Core requirements:
Strong and broad understanding of risk management and pricing of USD vanilla interest rate derivatives including swaps, caps, and swaptions
Deep understanding of vanilla interest rate options theory including volatility modeling
Strong understanding of PL and life cycle processes for interest rate derivatives
Front office trading experience at a major bank a large plus
Murex experience is a large plus
Experience in clearing or collateral management a plus, post Dodd Frank clearing experience a large plus
Keywords: Swaps, swaptions, interest rate derivatives, murex, clearing