Manager - Lead Quantitative Analyst

- 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