*PRODUCT LEAD Opportunity
This experienced opportunity sits within the Portfolio valuations department within a very rapidly growing financial services institution. It will be an opportunity which will offer a wide range of things to successful candidates: huge career progression, a very dynamic and interactive environment, business-focussed and client-focussed role with a huge amount of direct communication with buy-side clients.
The hiring manager needs someone with in-depth IR derivatives experience(exotics and-or vanilla) a candidate who wants to work in a more business-focussed role.
Skill set needed:
4 - 8 years experience working at a bank or major financial house with an understaning of derivatives and finance
Proven track record in pricing vanilla and simple exotic interest rate products, with calibration to the traded markets, is essential
Some experience in pricing Inflation or Bond derivatives is desirable
Strong analytical, quantitative and problem-solving abilities
Excellent educational background: MSc in a quantitative discipline is essential I.e. Maths, Physics, Engineering etc.
Practical understanding of the basics of mathematical finance and derivatives pricing
Knowledge of best industry practice in constructing yield curves and volatility surfaces
Familiarity with the use of standard pricing models in fixed income markets
Strong Excel and VBA skills are essential
Ideally candidates will be based in London, however exceptional candidates who want to make the move to London will be considered
No UK work visa sponsorship is available
This team has been very open to looking at candidates from a range of different backgrounds as they all bring something very unique to the table - Traders, Valuations, IPV, Structurers etc.
If you feel that this business-focussed opportunity is something that would be an excellent fit, please apply into the Quantexotic team (link below)
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