Our client is seeking a talented and experienced Quant Modeler to join our Financial Products team. As a Quant Modeler, you will be responsible for developing and implementing quantitative models for FX (Foreign Exchange) and interest rate products. The ideal candidate should have a strong background in quantitative analysis, financial modeling, and programming, with a specific focus on C++. Your work will directly impact our trading strategies and risk management processes.
Responsibilities:
- Develop and enhance quantitative models for pricing, trading, and risk management of FX and interest rate products.
- Collaborate with traders, risk managers, and other stakeholders to understand business requirements and translate them into effective models.
- Conduct detailed research and analysis to identify and validate pricing and risk models for various financial instruments.
- Implement and maintain models and analytic tools using C++.
- Optimize models for performance and accuracy, ensuring efficient execution and reliable results.
- Perform model validation and back-testing to assess model performance and identify areas for improvement.
- Work closely with the technology team to integrate models into trading systems and ensure smooth execution.
- Stay updated with industry trends, market dynamics, and regulatory changes related to FX and interest rate products.
- Contribute to the development of quantitative libraries, tools, and infrastructure.
Qualifications:
- Bachelor's or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, or related disciplines.
- Strong proficiency in C++, with 4-6 years of hands-on experience in developing financial models.
- Solid understanding of quantitative finance concepts
