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Work closely with traders to price trades and help risk manage the trading books. The ideal candidate will be able to evaluate the full economics of the trades including funding and capital costs.
Develop new models and support existing models for Interest Rate products. The models should be state of the art, practical and well understood by users, and thoroughly tested and documented. Models are delivered in collaboration with quantitative developers and technologists. The ideal candidate will have had experience with stochastic interest rates and credit models.
Scope and complete modelling projects-including where requirements are not yet understood or articulated clearly-with a high degree of autonomy
PhD or Masters in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, or similar quantitative field
At least three years of experience in a rates, credit, FX of Fixed Income desk quant role
The successful applicant will have excellent oral and written communication skills and be able to clearly express complex technical issues and requirements
Internal Number: 6309679
About Selby Jennings
eFinancialCareers is a career site specializing in financial services.