FRONT OFFICE Interest ate Derivative Quant Required in HK recruitment

In this role, your daily responsibilities will include: – Lead the team in new product and model development initiatives – Develop new pricing and risk models for the Interest Rates business – Working with the traders to solve their questions ranging from pricing, assessing the risk – Provide support for all interest rate modelling issues Skills that are required: – PhD or an advanced MSc in Physics, Maths, Computer Science or another technical discipline – Substantial experience (5 up to 12 years) in modelling Interest Rate products within a financial institution would be ideal – Top class C++/VBA/JAVA/Excel Read more […]

January 6, 2012 • Tags: , • Posted in: Financial • Comments Off on FRONT OFFICE Interest ate Derivative Quant Required in HK recruitment