Quantitative Analyst: Models, Markets & Risk Insights

Responsibilities

1. Model Development & Analytics
   · Design, develop and maintain quantitative models for pricing, valuation, and risk measurement of financial instruments (bonds, derivatives, FX, etc.)
   · Perform back-testing, scenario analysis, and stress testing to validate model performance
   · Support traders and portfolio managers in model-based trade ideas and risk assessment.
2. Market and Data Analysis
   · Analyze large datasets to identify trading signals, yield curve patterns and volatility trends.
   · Develop tools for monitoring market risk factors such as interest rates, FX rates and credit spreads
   · Build and automate dashboards for market and portfolio performance monitoring
   · Assists the sales desk by providing data for their presentation 3. Research and Strategy
   · Conduct research on quantitative investment strategies and model enhancements
   · Keep abreast of global market trends, quantitative techniques and reg...