VP Quant Analyst – Investment Banking
The position will take responsibility for engineering andtesting of models and pricing engines, including exotic interest rate and hybrid models.
The role will also consist of providing support for the front office within the firm.
The successful candidate will have:
- Expert in stochastic calculus.
- Advanced development skills (C++ or C#).
- Successful experience in developing at least one FO model.
- Either a broad experience on hybrid models and numerical methods, or the development of a production interest rate model.
Top level communication skills are necessary for this role in order to successful liaise with the front office members, and the opportunity for international travel will be there for those who are successful in the role.
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