Summary

Quantitative trading and research role focused on pricing and risk models for EMEA rates exotics. The work combines quantitative research and production implementation using Python and C++, with no working arrangement specified.

Responsibilities

• Develop pricing and risk models for structured rates
• Translate product ideas into model designs and controls
• Implement quantitative models in Python and C++
• Document model development for independent review
• Improve reliability of production quantitative solutions
• Automate trading workflows and model-driven processes
• Analyze market data to inform trading strategies