• At least 3 to 5 years of experience with Rates or FX analytics & modelling

• Rates analytics experience • IR Curve building and curve interpolation analytics for all curve tenors: OIS, Libor, Cross-currency, etc

• Experience with bond analytics

• Experience with inflation analytics, swaps and linkers

• Experience with Asian EM markets (products & curve construction): INR, THB, HKD, SGD, CNY, etc

• Vols modelling and products (swaptions, caps, CMS)

• FX analytics experience

• Excellent knowledge of FX markets conventions and derivatives including exotics.

• Experience working with exotic models for single or multi asset: Local Stochastic Volatility, Local Correlation.

• Strong knowledge in at least one of the main numerical methods Monte Carlo, Finite Differences, Finite Elements.

• Strong analytical and mathematical skills

• Strong problem solving capabilities

• Strong C++ programming experience

• Solid communication skills

• Able to work independently in a fast-paced environment.

• Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Job Functions: Banking / Financial Services / Insurance Information Technology / Telecoms / Fintech
Job Type: Full Time
Years of Experience: 3 Years

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