Must have a Masters degree in Financial Engineering, Mathematics, or a related field, and 2 years of experience providing quantitative support to structured rates trading desks.br br Must also have 2 years of experience in each of the followingbr Developing, delivering, and supporting advanced mathematical models including the following Timeseries or statistical models for bond spreads and volatility; MonteCarlo methods for pricing of exotic Interest Rate and FX Options; and ValueatRisk VaR methods for computing Initial Margin IM;br Trading, pricing, and risk management of derivatives and financial products;br Programming in C and Python;br Numerical analysis and stochastic calculus;br Developing methodology to predict spreads for trading of investmentgrade bonds; andbr Endtoend delivery of financial risk models.br br Travel required up to 10
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