Quantitative Analyst Structured Products

Stellennummer: 2022011403

Respsonibilities

  • Validate, test, approve and control in-house developed pricing models for Equity and FX contracts
  • Develop and implement reference pricing models
  • Be responsible for the assessment of model risk based model limitations and mathematical assumptions

Requirements

  • Master degree or Ph.D. in a quantitative discipline like Mathematics, Physics, Engineering or Quantitative Finance
  • Hands-on experience in dealing with a broad spectrum of structured products, covering Equity, FX and Fixed Income within banking industry
  • Hand-on experience in validation of price calculation tools
  • Strong knowledge in FrontArena, Python and Java
  • Fluent in English

Nice to have

  • Knowledge of Murex

Personality

  • Strong analytical and coordination skills
  • Good communication skills
  • Independent and accurate working style
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