Senior Quantitative Analyst - Rates
Tasks
- Build and implement product analytics
- Calibrate pricing and risk models
- Design scalable reusable analytics frameworks
- Develop FX derivatives models
- Develop interest rate derivatives models
- Develop market data frameworks
- Develop rate modeling frameworks
- Develop yield curve construction methodologies
- Integrate models into production systems
- Integrate models into real time pricing and risk platform
- Provide leadership guidance and mentoring to junior team members
- Support intraday rates and FX trading decision support
- Support model governance and regulatory expectations
- Validate and monitor models with model risk teams
Perks/Benefits
Skills/Tech-stack
C++ | Calibration | Curve construction | Interest Rate | Interest rate modeling | Java | Market Data | Model Governance | Model Validation | Numerical analysis | Optimization | PDE | Pricing models | Quantitative Finance | Rate modeling | Real Time | Real-time analytics | Risk Modeling | SDE | Spreadsheet automation | Stochastic Calculus | Structure modeling | Term structure | Term structure modeling
Education
Regions
Countries
States
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