Tech Stack

Description

You will enhance interest rate curve construction and linear FX analytics, build pre-trade pricing tools, and develop scenario analysis frameworks for investment professionals. Your work will drive smarter decision-making across Rates and FX products while contributing to the firm's core analytics libraries.

Requirements

• Post-graduate degree in quantitative discipline from top-tier university
• 12-15 years of experience in Rates and FX quantitative analytics at top-tier investment bank or hedge fund
• Deep expertise in interest rate curve construction and multi-curve frameworks
• Advanced programming skills in Python and C++
• Strong understanding of collateralized products and CSA/OIS discounting

Responsibilities

• Enhance interest rate curve construction and bootstrapping for swaps and cash instruments
• Advance linear FX analytics with consistent discounting, basis, and turn adjustments
• Deliver robust analytics combining real-time pricing, historical valuation, and scenario research
• Design pre-trade pricing tools for linear Rates and FX products
• Develop scenario analysis frameworks for market and curve shocks