Two 2 years of experience building financial services models based on analytic market data. Prior experience must include two 2 years of experience working with the fundamentals of fixed income mathematics, valuation, and risk measures to investigate risk PL issues; working with cash, derivatives and exotic products credit, interest rates, volatility, equities, structured finance and securitization; utilizing fixed income financial market and products including bonds, interest rate swaps and swaptions; programming with Python to remove duplication and operational complexity; driving the buildout of analytics platforms; implementing market data functionality, covering IR curves, inflation, IR vols, and other market data; performing quantitative analytics, fixed income financial modelling, pricing, and risk management; supporting risk and PL pricing for market data and interest rate financial products including bonds, IR curves, IR swaps, and FX swaps; and coding in Python to set up analytic market data functionality for financial markets.br br We will accept any suitable combination of education, training, and experience
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