Non-Linear Rates & Structured Notes Strat
HybridLondon, England, United Kingdom
London, England, United KingdomHybridFull TimeFinancial ServicesEnterprise
Full TimeEnterpriseFinancial Services
Job Summary
Develop and implement structured notes pricing and risk management tools within the Kannon platform to support the Rates business. Partner with Trading, Structuring, Technology, and Operations to drive analytics design and development, specifically focusing on non-linear models and intraday/end-of-day P&L calculations. Calibrate interest rate curves and volatilities while fostering a collaborative environment to mentor junior team members. Requires strong quantitative modeling skills with C++ and Python experience.
Required Qualifications
- Excellent quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
- Experience working on calibration of interest rate curves, volatilities (vols) and other analytic market data
- Good understanding of Rates products in particular non-linear models
- Knowledge of front-office risk and P&L calculation
- Excellent interpersonal skills with the ability to collaborate and partner with various teams
Desired Qualifications
- Experience developing banking applications and large-scale projects with C++ and Python is a plus
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