Quantitative Research Associate
The Quantitative Research team is responsible for the development, maintenance and enhancement of the models used for pricing, risk management and accounting purposes globally.
Our Fixed Income Research Strategies Team (FIRST) also provides and maintains accurate, up-to-date historical market databases for trading, marketing and research areas as well as developing, supporting and marketing a number of web-based tools. It’s responsible for developing new trading platforms as well as researching into creative methodologies based on innovative mathematical, statistical and technological concepts.
What you’ll do:
You’ll implement pricing models in C++, analysing the risk of different financial products, giving presentations on different areas of financial modelling within the company and providing support for the trading and the marketing desks in Europe, Asia and Americas.Your role involves taking responsibility for the development, maintenance and enhancement of the models used for pricing, risk management and accounting purposes globally. In addition, we’ll expect you to:
Provide and maintain accurate, up-to-date historical market databases for trading, marketing and research areas
Develop, support and market a number of web-based tools
Develop new trading platforms
Research into creative methodologies based on innovative mathematical, statistical and technological concepts.
What you’ll need:
You should be educated to MFE/MS, MBA or PhD level in Finance, Economics, Accounting, Financial Engineering, Statistics or a relevant field. Your technical skills should encompass Excel and C/C++ and a second language is advantageous, especially Japanese, Mandarin and European languages.
