Interest Rate Senior Quant. Front Office recruitment

The role is positioned in the Front Office and entirely within the trading floor. You will have close interaction with traders, structures and risk management and have a substantial role in the further development of the interest rate derivatives business unit.Responsibilities:- Development and analysis of models used for pricing and hedging of interest rate derivatives.- Interaction with trading, sales and structuring areas in order to assess the corresponding business unit modeling needs.- Research of new models available in the financial modelling literature.- Design of suitable numerical schemes.Requirements:- Read more […]

March 9, 2012 • Tags: , • Posted in: Financial • Comments Off on Interest Rate Senior Quant. Front Office recruitment