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发帖数: 406 | 1 我们组的职位，front office flow rates quant
PURPOSE
Research and Development of mathematical models to facilitate trading in
Flow Interest Rates and Municipal Derivatives. Development of fully
functional spreadsheet prototypes and other tactical analytical applications
for Trading and Sales.
PRIMARY RESPONSIBILITIES
Research, development and implementation of mathematical models for the
pricing of derivatives and cash products.
Ensure that any models developed are fully and properly integrated into the
quant libraries.
Carry out special projects related to pricing models, trades, and risk
management.
Support the modelling requirements of the trading staff as needed.
Co-ordination with GMO and GRM as part of the process of submitting front
office developed models for vetting and use in the banks risk framework.
Maintenance and improvement of existing pricing tools and operational
framework.
Development and implementation of miscellaneous tools to support trading and
risk management activities.
Proactively identify operational risks/ control deficiencies in the business
Review and comply with Firm Policies applicable to your business activities
Escalate operational risk loss events, control deficiencies and risks that
you identify to your line manager and the relevant risk and control
functions promptly.
EXPERIENCE
Required
Very high qualifications on the physical sciences, mathematics, and
computing.
Knowledge of derivatives and financial products, for trading, pricing and
risk management.
Knowledge of relevant applications and risk managements systems and IT.
Technical
3-4 years of experience working as a Front Office Quantitative Analyst at a
major financial institution
Knowledge of vanilla rates derivatives and cash products.
Knowledge of complex rates products.
Knowledge of Municipal (BMA) Derivatives and modeling approaches to their
pricing and risk management
Advanced mathematics including stochastic calculus.
Advanced numerical and analytical programming skills in C++.
Extensive spreadsheet experience including VBA programming.
Preferred
Ph.D. degree in a highly numerate discipline such as finance, engineering,
physics, mathematics, or computing. | w******i
发帖数: 503 | | z****i
发帖数: 406 | 3 我们组的职位，front office flow rates quant
PURPOSE
Research and Development of mathematical models to facilitate trading in
Flow Interest Rates and Municipal Derivatives. Development of fully
functional spreadsheet prototypes and other tactical analytical applications
for Trading and Sales.
PRIMARY RESPONSIBILITIES
Research, development and implementation of mathematical models for the
pricing of derivatives and cash products.
Ensure that any models developed are fully and properly integrated into the
quant libraries.
Carry out special projects related to pricing models, trades, and risk
management.
Support the modelling requirements of the trading staff as needed.
Co-ordination with GMO and GRM as part of the process of submitting front
office developed models for vetting and use in the banks risk framework.
Maintenance and improvement of existing pricing tools and operational
framework.
Development and implementation of miscellaneous tools to support trading and
risk management activities.
Proactively identify operational risks/ control deficiencies in the business
Review and comply with Firm Policies applicable to your business activities
Escalate operational risk loss events, control deficiencies and risks that
you identify to your line manager and the relevant risk and control
functions promptly.
EXPERIENCE
Required
Very high qualifications on the physical sciences, mathematics, and
computing.
Knowledge of derivatives and financial products, for trading, pricing and
risk management.
Knowledge of relevant applications and risk managements systems and IT.
Technical
3-4 years of experience working as a Front Office Quantitative Analyst at a
major financial institution
Knowledge of vanilla rates derivatives and cash products.
Knowledge of complex rates products.
Knowledge of Municipal (BMA) Derivatives and modeling approaches to their
pricing and risk management
Advanced mathematics including stochastic calculus.
Advanced numerical and analytical programming skills in C++.
Extensive spreadsheet experience including VBA programming.
Preferred
Ph.D. degree in a highly numerate discipline such as finance, engineering,
physics, mathematics, or computing. | w******i
发帖数: 503 | | d*j
发帖数: 13780 | |
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