Description
Quant Analyst/Fixed Income Quants Analyst - Model validation, Exotic Pricing Model, Front Office, Quantitative Analyst
Quants Analyst/Quantitative Analyst with minimum 5 years experience working in a fast paced Front Office environment required to work on model validation of Fixed Income exotic pricing models (and also risk models).
Skills & Experience
- At least 5-6 years experience as a Quant within an investment bank.
- PhD/MSc in Mathematics/Financial Engineering/Physics or other related subject.
- Strong knowledge of programming languages such as Python, Java, C++, VBA or Matlab.
- Experience of Model Validation and in particular pricing models will be highly advantageous
Responsibilities:
- Assisting with pricing methodology/model implementation & validation;
- Supporting the senior quants in their various R&D projects;
- Working closely with Fixed Income Exotic Pricing Models and also Risk Models.