REQUIRED QUALIFICATIONS

• Understanding of market standard stochastic models including Black-Scholes, Bachelier and SABR…
• Knowledge in statistical methods including regression, PCA, k-means…
• Ability to research and generate solutions or new methods in non-linear interest product pricing
• Bachelor’s or Master’s degree in Mathematics, Financial Mathematics, Physics, Computer Science or other quantitative fields
• Strong programming skills in Python
• Excellent verbal and written communication skills
• Highly motivated with enthusiasm and willingness to take ownershi

• Working as part of a Quant Solutions team to develop and maintain non-linear FMD market data products
• Maintaining and improving current interest rate Swaption and Caps/Floors pricing tools and processes
• Creating new pricing tools and processes on Interest Rate Options and FX Options using financial mathematics, statistical methods and machine learning
• Writing production level codes in Python