Quantitative Analyst FI Non Linear – Structured Rates – Front Office

About the role

Conduct quantitative research and theoretical studies on nonlinear and structured interest rate products, including pricing, valuation, hedging, and associated numerical methods. Develop C++ modules for the pricing library and produce regression tests to validate the quality of quantitative developments. A postgraduate degree (Master's level or engineering degree), ideally specializing in finance, and significant Front Office quantitative research experience are expected. Candidates must have strong financial mathematics, C++, fixed income and structured product pricing, interest rate models, and numerical methods expertise.