Rates Quantitative Analyst
Tasks
- Analyze sensitivities greeks and scenario curve risks
- Apply curves consistently across pricing and risk
- Build and calibrate yield curves
- Communicate complex quantitative concepts
- Develop and maintain interest rate valuation and risk models
- Price and manage risk for flow interest rate products
- Troubleshoot and explain model behavior to stakeholders
Perks/Benefits
Skills/Tech-stack
C++ | Curve calibration | Derivatives pricing | Financial Modeling | Greeks | Interest Rate | Interest Rate Markets | Multi Curve | Multi Curve Framework | Python | Rate markets | Risk Management | Scenario Analysis | Sensitivities | Yield curve
Education
N/A
Roles
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