New York City, NY
Demonstrable experience and knowledge of derivatives products combined with pricing and model validation experience of 5 years and above in Equity/Rates/FX/Credit and/or commodities exotic derivatives.
Skills and qualities
Eligible candidates will have practical working knowledge in: " Financial models for exotic derivative products in: IR, FX, credit, equities, derivatives and/or commodities. " Experience with Multicurve Pricing " Standard derivative pricing mathematics, quoting conventions, operational processes and data requirements. " 2+ Years Experience writing models in Python and R or C++
Riskcare typically employ candidates with: " A Masters or a PhD in applied mathematics, quantitative finance or scientific/engineering discipline. " Demonstrable experience and knowledge of exotic derivative products combined with pricing and model validation experience of 5 years and above in Equity/Rates/FX/Credit and/or commodities asset classes. " Consultative skills and the ability to form and present clear and concise arguments, as well as produce professional business documentation. " Self-motivation and who enjoy working in hybrid teams, such as quantitative finance, business and technology. " The motivation to be involved in pre-sales and broader project / growth / SME activities.