Emerging Markets Rates Quantitative Researcher
Tasks
- Build EM rates curve construction stack
- Build curve monitors and RV tools
- Create scenario builders
- Deliver pre trade analytics for portfolio managers
- Develop multi-curve cross currency frameworks
- Encode conventions into quant library
- Handle turn of year effects
- Implement curve bootstrapping and interpolation
- Improve curve fitting methodology
- Maintain and modernize quant codebase
- Manage central bank meeting date handling
- Model EM instrument conventions
Perks/Benefits
Skills/Tech-stack
AWS | Bootstrapping | C++ | CI/CD | Cloud Computing | Cross currency | Cross-currency basis | Curve Modeling | Curve construction | Interpolation | Multi Curve | Multi Curve Modeling | Python | Spline Fitting
Education
Roles
Quant | Quant Researcher | Quantitative Researcher | Researcher
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