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