A Tier-1 Investment Bank are looking to hire a Pricing/Modelling Quant Analyst. This individual will be involved in cross-asset activities, working on the modeling of Hybrid and Exotic products, as well as delivering various related Quantitative analytics, across FX, Credit and Rates.
Responsibilities:
- Production of accurate, robust and sophisticated pricing models.
- Implementation and delivery of Risk management analytics.
- Development of auto-hedging tools.
- Maintenance of pricing libraries.
- Regular liaising with Traders, IT and other departments for regular and ad-hoc Quantitative support.
Desired skillset:
- Post-Grad degree in a Quantitative discipline.
- 1-4 years' experience in a highly Quantitative environment (not necessarily Front Office)
- Strong understanding of how the most popular financial instruments are priced.
- Strong programming ability in C++/Python/Matlab/R/
- Excellent analytical, communication and presentation skills
