Rates Quantitative Analyst
Tasks
- Build yield curves using multi curve frameworks
- Calibrate pricing models
- Communicate model insights to stakeholders
- Compute sensitivities and greeks
- Develop and maintain interest rate valuation models
- Run scenario and curve risk analysis
- Support hedging for flow interest rate products
- Troubleshoot and explain model behavior
Perks/Benefits
Skills/Tech-stack
C++ | Curve calibration | Curve construction | Derivative pricing | Greeks | Hedging | Interest Rate | Interest Rate Markets | Interest rate products | Python | Quantitative Finance | Rate markets | Risk Management | Scenario Analysis | Sensitivities | Yield curve | Yield curve construction
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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