Responsibilities:
- Model building, identify, price, and strategise hedging of complex risks
- Working closely with the CEO, IT, Credit Risk, Quants team
Requirements:
- Masters/PhD in a quantitative field; applied mathematics, engineering, physics
- Experience in financial services; investment banks, hedge funds, prop trading
- Experience with pricing models for interest rate options and exotics, credit, inflation, FX or hybrids
- Excellent programming skills in C/C++ for the implementation of numerical methods using object-oriented design, knowledge of Python, VBA, and Machine Learning
- Strong analytical, numerical and problem-solving skills