Quantitative Analyst – Interest Rates Derivatives recruitment

Immediate responsibilities will involve the development and enhancement of in-house analytics library, modeling, pricing and hedging interest rates models, interacting with traders and technology team developers on integration and testing. Requirements:Candidate’s background must include advanced educational background (preferably PhD in numerical science, strong skills in probability theory, stochastic processes, partial differential equations, numerical analysis/numerical methods, etc.), extensive industry experience in interest rate modeling , familiarity with the latest developments/trends/publications Read more […]

May 12, 2012 • Tags: , , , • Posted in: Financial • Comments Off on Quantitative Analyst – Interest Rates Derivatives recruitment