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Company Description Our client, a leading international private bank, is seeking a Senior Derivatives Quantitative Analyst to join its Quantitative Analytics team. You will contribute to the evolution of the bank's inhouse quantitative library and pricing infrastructure while working closely with trading, risk, and technology teams.
This role focuses on the development, validation, and enhancement of pricing and risk management models for a wide range of derivative products.
Key Responsibilities Develop, maintain, and enhance pricing models for derivatives across Equity, FX, Interest Rate, and Credit products Validate third-party pricing libraries and contribute to the development of proprietary pricing algorithms Build prototype solutions and support their implementation into production systems Review and improve pricing methodologies, hedging models, and risk calculations Design and maintain comprehensive regression test cases Identify opportunities to optimize quantitative models and pricing frameworks Conduct research into quantitative methods and emerging market practices Required Skills
