Senior Quant Analyst – Interest Rate and Exotic Options (Trading Model building) recruitment
- Interest Rate and Exotic Options Trading model development
- Global banking organisation
- International posting to Australia
This opportunity is responsible for model development, implementation and ongoing support for the Interest Rate Options and Exotic Derivatives trading desk of a reputable Institutional Bank.
A two year rolling contract is on offer and the position is open to international applicants.
Key competencies include:
- Considerable experience as a Interest Rates Quantitative Analyst
- Must have successfully implemented term structure models, i.e. Hull White, HJM and LMM for one, two or more factors
- Must be able to demonstrate knowledge of pricing various Rates products
- A thorough understanding in the use of numerical techniques such as Finite Differencing and Monte Carlo to model stochastic processes
- Strong development experience in C++ with the latest Object Oriented techniques as well as Excel VBA
- Experience with Murex, understanding how models are configured and what pricing techniques are used
- Experience in using source code management tools such as Subversion is mandatory
- Ability to apply rigourous product versioning
- The successful candidate will have formal qualifications in either a PhD in a mathematical discipline or an excellent Masters of Quantitative Finance
For international candidates, sponsorship and relocation costs are part of the package and the contract will extend beyond two years if need be.
NOTE: This role is only open to experienced Quants with 4 or more years worth of experience in a similar IRO/Exotics modelling role.
Please apply direct or email jason.bohringer@profusiongroup.com for further information.
April 8, 2012
• Tags: Debt, Fixed Income careers in the Australia, Interest Rate and Exotic Options (Trading Model building) recruitment, Senior Quant Analyst • Posted in: Financial