structured rates quant team and the trading desk. You will develop our many models and products, introduce your own innovations..., develop and implement mathematical models for derivative pricing. Integrate models into quant libraries. Carry out special...
Responsibilities: Lead the validation of structured, flow rates, and curve construction models, assessing mathematical and technical... Validation, Front Office Quant, or Risk Quant role in Rates products Extensive Rates quant experience; Interest Rates pricing...
, and structured solutions-bridging product, trading, and technology-to scale Keyrock's role as the strategic underwriter of success... into executable financial and market-making products (structured options, deferred premiums, rolling spreads, hybrids). Model deal...
, and experience with key asset classes (namely asset-backed, credit, and/or rates). Ideally you will have a front office quant (sell... quant to join our London front office trading analytics team to support this expansion and assist Portfolio Managers...