Quantitative Modeling –Interest Rate Modeling- Advisor

Job description

As a valued contributor to our team, you will apply extensive knowledge of principles, advanced techniques, and theories to conduct theoretical and empirical research with public and proprietary data in the area of investment and capital market and hedge accounting. The modeler should demonstrate in-depth in one or more of the following areas: interest rate modeling including term structure, curve construction and derivatives valuation or/and future potential exposure for derivatives or/and hedge evaluation for hedge accounting.

THE IMPACT YOU WILL MAKE The Quantitative Modeling –Interest Rate Modeling- Advisor role will serve as a subject expert in one or more of the key modeling areas related to interest rate models. The Quantitative Modeling –Interest Rate Modeling- Advisor role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities: The model development cycle, from prototype research and development to production implementation testing U ser ad-hoc analysis On-going monitoring