Responsibilities
:
1. Expand current product suite and develop new models for pricing rates derivatives.
2. Maintain and upgrade existing rates option models and development.
3. Frequently liaise with Rates Options trading on issues ranging from risk management, ad-hoc product analyses, production rollout and library release.
4. Enhance model management through automation and development of new approaches.
Essential requirements:
5. Strong numerical programming ability using C++ and Python.
6. Strong stakeholder management skills with experience fromplex projects.
7. Track record of producing high quality writtenmunication including results of research and presentations for technical and non-technical audiences.
You may be assessed on the key critical skills relevant for this role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills.
This role is based in London. Job ID JR-0000040267