Description
Senior Manager-Pricing Model-Banking-ContractLooking for an exceptional candidate who would have been working in a challenging quantitative environment (Model validation or front office) having covered interest rates and FX asset classes.
Key Requirements-
-Best practises on interest rates and FX derivatives, credit and inflation modelling. ( Markov functional models, HJM/BGM, Stochastic Volatility models, intensity based models etc.
- Strong knowledge about multi-curve building/modelling and CSA/OIS discounting
-C++ coding, IT/ Architecture design/interface
-Strong technical skills (IT, C++, Mathematics, Stochastic Calculas
You must have a strong Mathematical and IT back ground for this role
If you believe you are a good fit for this role, please reply with an updated c.v.