Quantitative Analyst – Market Risk Model Development recruitment
Quantitative Analyst - Market Risk Model Development
Preeminent Banking Institution - Global Markets Team
Quantitative Model Development
Exotic Interest Rate Derivatives
Competitive Salary Package + Bonus Incentives
With an outstanding presence in Asia Pacific in both retail and institutional domains, my client boosts an impressive global markets team of dedicated quantitative analysts. Within their Market Risk Division they account for 20 analysts specialising in model development and validation across a suite of products including FX, Credit, Commodities, Equity and Rates.
Due to a recent restructure they are now seeking a senior quantitative analyst to develop new market risk models for interest rates derivatives. Ideally I am seeking a lead quant analyst to support the interest rates desks developing and implementing yield and forward curves, volatility and interpolation methods using partial differential and finite difference methods. Utilisation of C++ or matrix based languages such as Matlab is a requirement.
The team has a good mixture of youth and experienced quantitative analysts with PhD qualifications in financial mathematics and experts in the academic research of quantitative analysis. This is an outstanding opportunity for a mid level quantitative analyst wanting to progress to a senior level and taking ownership of the development of interest rates models for market risk. Therefore only candidates with experience in developing and pricing interest rates derivatives will be considered.
Please note that candidates from academia working as Post Doctoral Fellows in quantitative research are welcomed to apply.
To apply for this position, hit the APPLY button below or contact Oliver Spiers, Director at BlackOcean Recruitment on +61 2 9230 0472 for a confidential discussion.