Analyst

Description:

Given this heavily invested and considered build out across multiple new markets, this presents a rare opportunity for experienced (4 to 15+ years) Quant Analysts, whereby you would gain the opportunity to work on both the Research, Build and selection of entirely new Pricing & Risk Models, as well as new Design and Build of a new Analytics Infrastructure (C++ for the Calc heavy lifting, and Python for testing, etc), including Pricing Libraries, Sensitives, Scenario Analysis tools.

Given the commoditization of Options Pricing models in the market, plus Research and adoptions of modern AI driven Algos, using ML for Derivatives pricing, you would also be heavily involved in Model Validation, Selection and Implementation where aligned to the Fund's trading needs.

Essential Skills and Experience (all required) -

• Masters / PhD in Mathematics / Financial Engineering or similar from a leading University
• Current expertise in Derivatives Pricing methods - including PDEs, Black Scholes, Stochastic Calculus, etc
• Minimum 4 years - Max. 10 years experience as a Quant Analyst within an Investment Bank or Hedge Fund, where you will have built models as well as contributed to the design and build of the Analytics Infrastructure, inc. Pricing Libraries
• Current strong C++ coding skills
• Deep understanding of Linear Rates Pricing covering Interest Rate Swaps (IRS) forward rate agreements (FRAs), zero coupon swaps (ZCSs), cross-currency basis swaps (XCSs)