We are seeking a Senior Rates Quant to join the team in Singapore/London/Dubai, focusing primarily upon model development activities for interest rates models.
The role sits within the Front Office Analytics where you are responsible for design, development and delivery of real-time pricing models, risk models, and core infrastructure.
- Develop and maintain models for the pricing and risk management of interest rates products.
- Delivery of model documentation and testing material.
- Improving and maintaining existing analytics.
- Research into alternative models and numerical techniques as well as ongoing assessment of models published in industry or academic literature.
- Provide day-to-day support for relevant business units.
- 7 plus years of experience in Quantitative Analyst
- Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master's or PhD).
- Experience developing/validating financial markets inflation pricing/risk models in an international bank.
- Good knowledge of numerical methods, stochastic calculus, and probability theory.
- Good communication skills (verbal and written).
- C++ programming.
- Knowledge of financial market products, market conventions and regulatory requirements.
- Knowledge of functional programming (e.g Haskell) is a plus.