What are the responsibilities and job description for the Rates Quant position at Investment Bank?
We are seeking a professional to join the Quantitative Research team focused on Linear Rates. The successful candidate will sit within the Linear Rates Quantitative Research team and will collaborate with colleagues across the globe to deliver robust and performant pricing analytics in trader tools used globally.
Job Summary :
This role will be strongly business-facing and will involve frequent interaction with the trading desk to help improve our pricing tools and explain complex curve models to traders. Day-to-day we expect the person to share in a balanced mixture of responsibilities, including pricing and risk investigation, discussions with the trading desk, model research and development, model documentation, and software development.
Job Responsibilities :
- Work closely with traders explaining complex model behavior
- Maintain a stable business environment by providing rapid solutions to quantitative problems
- Develop models in Python / C for pricing and risk-managing derivatives
Required qualifications, capabilities, and skills :
Preferred qualifications, capabilities, and skills :