Quantitative Researcher - Rates
Tasks
- Build inflation models
- Construct interest rate curves
- Deliver rates analytics tools
- Develop pre trade pricing and risk analytics tools
- Develop pricing and valuation models
- Maintain cross asset pricing and risk library
- Perform pre-trade analysis
- Price derivative instruments
- Support traders with pnl risk explain
Perks/Benefits
Skills/Tech-stack
C++ | Curve construction | Derivative pricing | FX | Finite differences | Finite elements | Inflation Modelling | Interest Rate | Interest rate curve | Interest rate curve construction | Monte Carlo | PNL analysis | Pre-trade | Pre-trade analytics | Pricing Valuation | Pricing Valuation Models | Risk Analytics | Trade analytics | Valuation models
Education
N/A
Roles
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