Rates Vol Quant Researcher - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
Verified Company
London, United Kingdom

2 weeks ago

Tom O´Connor

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Tom O´Connor

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Description

Responsibilities:


  • Develop an interest rates volatility analytics library for pricing vanilla and light exotics products
  • Design and implement tools to support systematic trading of OTC derivate products, such as screeners, risk metrics, and defining risk scenarios
  • Integrate pricing models with data feeds and systematic trading strategies
  • Support posttrade risk and valuation

Qualifications:


  • 38 years of industry experience in interest rates options modeling in either a buy or sell side capacity
  • Advanced degree in a quantitative or related field required, PhD preferred
  • Proven knowledge of vanilla options, knowledge of light exotics such as CMS, swaps, swaptions, and futures
  • Strong programming skills in C++ preferred
  • Strong communication skills and the ability to collaborate with teammates globally
  • Solid analytical skills with a detailoriented mindset
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