Manager -Consultant at Talent Networks
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Quantitative Analyst - Desk Strat (2-6 yrs)
The role of a Desk Strat involves:
- Developing and supporting the trading desks pricing, risk management and P&L monitoring tools.
- General quantitative work, e.g., developing tools for pricing, risk-management and historical analysis; setting up and running scenarios; investigating assumptions which is used in model; data / trade / risk analysis; investigating P&L explain issues.
- Working closely with IT on testing and integrating new models.
- Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.
The successful candidate should have:
- Some knowledge of structured rates products, e.g., Swaption, Bermudan, Callable Inverse floater, PRDC and so on.
- Development skills, with a preference for Scala / Python and C++.
- Good communication skills, to converse with both traders and IT on technical and non-technical issues alike.
- Strong background of Mathematics.