Model development – Entry Level Quant Position recruitment

The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development and model support effort for business specific as well as bank-wide models. Core Responsibilities: • Develop models and implement them in software for pricing and risk managing derivatives • Develop pricing and calibration tools • Benchmark and compare results of various techniques • Implement products using pricing engines and models • Explain model behaviour and predictions to traders, identify Read more […]

February 9, 2012 • Tags: , , • Posted in: Financial • Comments Off on Model development – Entry Level Quant Position recruitment