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Maintaining existing models and implementing new models for pricing and risk management of Credit and Rates linked Derivative and Cash products.
Documenting and testing new and existing models.
Supporting the library to Strats, Trading, Group Technology & Operations (GTO), Risk and Finance.
Skills & Experience:
Strong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment.
Strong computing and programming (coding) skills and experience, utilising programming languages such as Python, Matlab, R, S-Plus, C++, SQL, and Oracle.
A good understanding of Rates, Credit or FX products gained from professional experience or within education.
Experience within an analytics software firm or investment bank developing derivative pricing models.
Relevant education such as a Bachelor of Science (BSc)/Master of Science (MSc)/Doctor of Philosophy Degree (PhD) in a relevant subject such as Maths, Physics, Computer Science, Statistics or Engineering.
The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills.
A team player with strong interpersonal skills, leadership skills, and multi-cultural understanding.
Able to multi-task different projects and prioritise against tight deadlines.
Willing and able to travel occasionally.
Internal Number: 6092437
About Anson McCade
eFinancialCareers is a career site specializing in financial services.