Quantitative Analyst
Quantitative Analyst
Posted on :
18-06-2024
Employer Active
1 Vacancy
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Job Description
Upskills provides expert financial software consulting for investment banks and leading financial institutions in Asia Pacific Middle East and Europe region. With a strong Front to Back expertise of cash and derivatives markets coupled by an indepth knowledge of financial markets technologies we provide smart businesswise and efficient solutions.
We are seeking highly skilled Quantitative Financial Analyst with indepth expertise in MACS Models rate curve constructions and financial valuation methodologies. The ideal candidate will play a key role in the design implementation and validation of quantitative models for financial instruments across various asset classes.
Key Responsibilities:
- Demonstrated proficiency in MACS Models such as LMM/FMM 1/2F HW1F CEV Dupire TSR Replications and native models. Ability to apply these models effectively in financial valuation and risk analysis.
- Ability to construct robust rate curves tailored to specific financial instruments and market conditions.
- Design and implementation of quantitative models for the valuation of financial instruments including bonds and derivatives with embedded options in interest rates FX and/or equity indices.
- Contribute to the verification of new financial models by selecting appropriate valuation frameworks identifying market data requirements conducting thorough risk analyses and preparing comprehensive documentation to support validation and verification processes.
Requirements
MACS Models, LMM/FMM, CEV, Dupire, TSR Replications, Murex, Capital Markets, Rate Curves, Bonds, Quantitative Finance, Equity, Derivatives, Python
Employment Type
Full Time
Key Skills
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