Quantitative Analyst
Remote
This is a remote position.
Upskills provides expert financial software consulting for investment banks and leading financial institutions in Asia Pacific, Middle East and Europe region. With a strong, Front to Back expertise of cash and derivatives markets, coupled by an in-depth knowledge of financial markets technologies, we provide smart, business-wise, and efficient solutions.We are seeking highly skilled Quantitative Analyst with in-depth expertise in MACS Models, rate curve constructions, and financial valuation methodologies. The ideal candidate will play a key role in the design, implementation, and validation of quantitative models for financial instruments across various asset classes.
Key Responsibilities:
- Demonstrated proficiency in MACS Models such as LMM/FMM 1/2F, HW1F, CEV, Dupire, TSR Replications, and native models. Ability to apply these models effectively in financial valuation and risk analysis.
- Ability to construct robust rate curves tailored to specific financial instruments and market conditions.
- Design and implementation of quantitative models for the valuation of financial instruments, including bonds and derivatives with embedded options in interest rates, FX, and/or equity indices.
- Contribute to the verification of new financial models by selecting appropriate valuation frameworks, identifying market data requirements, conducting thorough risk analyses, and preparing comprehensive documentation to support validation and verification processes.
Requirements
* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰
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Category:
Analyst Jobs
Tags: Banking Consulting Finance Mathematics Matlab PhD Python R Statistics
Region:
Remote/Anywhere
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