Quantitative Research – Associate/VP – Rates Exotics/Options recruitment

Relevant experience would mainly be in Rates derivatives, but could also be in related areas such as inflation or single-name credit. They expect the person to share in a balanced mixture of responsibilities, including model research and development, pricing and risk investigation, discussions with the trading desk, and software development. 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 Read more […]

May 14, 2012 • Tags: , , , , , • Posted in: Financial • Comments Off on Quantitative Research – Associate/VP – Rates Exotics/Options recruitment

Front Office Product Control (Non Production), Rates Exotics

The role will sit within their CFO function. The restructured department formed since all Production and daily processes were outsourced overseas, with the Product Control department now operating as a PL Analytics function that face off with the business.   The role will focus on Rates Exotics and you should note that the area is one of the most technical within the IB. The majority of the role is on analysis and reporting around the PL (the daily PL will be with you each day that you arrive in to work) and working with the business around those figures (velocity analysis and business planning Read more […]

May 22, 2010 • Tags: , , • Posted in: Financial • Comments Off on Front Office Product Control (Non Production), Rates Exotics