Global Market Quantitative Research Team is responsible for most aspects of quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, Equity. There are teams in London, New York and Asia supporting trading activities of the flow and structured desks. They are responsible for the development of pricing and risk models and their implementation in the global analytics library.
This is a front office quantitative analyst role with a focus on the products traded in Americas with continuous business interaction. The applicant will be expected to:
* Participate in the global research and development effort on the modeling of rates option products.
* Design and implement new pricing, risk management, and improve the existing ones;
* Support the desks on issues related to prices and trades.
* Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and Research globally.
Minimum Required Qualifications:
* Strong C++ experience required
* Advanced degree (Master or PhD) in science or engineering;
* Strong analytical skills and technical background in mathematics, computer science or finance;
* Effective communication skills, ability and willingness to engage the business;
* Delivery focused and willingness to collaborate with other teams;
* Quantitative research experience including rates options model implementation.
Posted on : 2021-01-14T04:46:40Z
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