Requirements
A Masters level education or international equivalent in Finance, Physics, Mathematics, Engineering or related field of study.
A minimum of 3+ years related Quantitative Analyst work experience within a major financial services organization.
Preferred Qualifications
A PhD level education or international equivalent in Finance, Physics, Mathematics, Engineering or related field is preferred.
Related Quantitative Analyst work experience within a variety of Fixed Income asset classes, Risk, Information Technology, pricing analytics, model development, implementation and fine-tuning.
Programming experience utilizing C++, C# (or another object oriented language) in Windows and/or UNIX environment.
Experience the full SDLC and building code for large applications.
Familiarity & prior work experience with the following are decisive assets:
Desk Quants:
Set Trade Product Booking Standards
Set initial Product templates
Set initial Product valuation (discretisation) parameters
Initial Model Calibration.
Production Risk Quants:
Review Trade Booking valuation parameters
Ramp-widths, Observables
Review of risk generation and attribution of risk changes
Risk Predict and Validation
Handling of analytic exceptions
Review of Model Calibration
Identifying cross-business risk
Required experience: 2 - 5 years
Minimum required education: Master's Degree
Job category: Accounting, Insurance & Finance;Investment Banking & Advisory;IT & Software Development
FinancialJobBank.com - 2 years ago
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