Description

You will own the quantitative finance development lifecycle for fixed income products, handling valuation, risk analytics, and system support.

This role is on-site.

Responsibilities

• Calculate sensitivities and perform position valuation for fixed income instruments.
• Manage market risk measures, including Value at Risk (VaR) and stress testing scenarios.
• Execute batch processing tasks and conduct root cause analysis for incidents.
• Support quantitative finance workflows within the fixed income domain.

Required Skills

• 2+ years of experience in quantitative finance development.
• Proficiency in Python.
• Strong SQL skills.
• Experience with SSIS.
• Working knowledge of market risk measures such as VaR.
• Experience with stress testing scenarios across traded products.
• Hands-on experience with sensitivities calculation and position valuation.

Preferred Skills

• Experience with structured products.
• Proficiency using PolyPaths and Bloomberg Analytics.

Key Skills

Education

ANY GRADUATE