Quantitative Analyst recruitment
Our client, a leading multinational bank, is seeking a Quantitative Analyst to join their team working on the Municipal Derivative desk. The position purpose is the ongoing and advanced mathematical modelling and programming to support and facilitate trading.
Key Accountabilities:
- Research, development and implementation of mathematical models for the pricing of municipal derivatives.
- Ensure that any models developed are fully and properly integrated into the quant libraries.
- Carry out special projects related to pricing models, trades, and risk management.
- Support the modelling requirements of the trading staff as needed.
- Co-ordination with internal groups and stakeholders as part of the process of submitting front office developed models for vetting and use in the bank’s risk framework.
- Maintenance and improvement of existing pricing tools and operational framework.
- Development and implementation of miscellaneous tools to support trading and risk management activities.
Job Requirements: (Knowledge/ Experience):
Required:
- Very high qualifications on the physical sciences, mathematics, and computing.
- Knowledge of derivatives and financial products, for trading, pricing and risk management.
- Knowledge of relevant applications and risk managements systems and IT.
- 5 years at a financial services company working in a rates modelling role
Preferred:
- Prefer a postgraduate degree in a discipline such as finance, engineering, physics, mathematics, or computing.
January 1, 2012
• Tags: Debt, Fixed Income careers in the USA, Quantitative Analyst recruitment • Posted in: Financial