Posted By
Posted in
Banking & Finance
Job Code
545325
- Development and validation of new products to support complex new trades, in particular equity / rate hybrid derivatives
- Development of new models and validation of reserves methodologies,
- Participate in the implementation of the model governance framework
- Provide support of product development tasks:
- Develops new products with their appropriate model, model calibration tools and risks.
- Develops and maintains complex products such as Vol Caps, Quantitative Investment Strategies, Collateralize Loans, new one-off trades
- Defines model reserves methodologies in collaboration with Product Control and Trading. Monitors these reserves. Contributes to their industrialization
- Develop and maintain a testing framework for new products and models
- Day to day support / Bugs fixing
- Assist in the release of the Quant libraries and tools
- Assist in deploying the product development tools to users
- Experience in model development in derivatives (at least 5years), with a focus on equity rate hybrids derivatives covering dual range and callables, rate smile modelling, good knowledge of rate derivatives used for hedging
- Advanced C++ or Python
- Excellent communication and problem solving skills
- Strong technical skills
- Excellent verbal and written communication skills with very strong analytical skills.
- Motivated and a quick learner
- Attention to detail and ability to ensure that information is captured in a timely manner
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Posted By
Posted in
Banking & Finance
Job Code
545325