You will support the Management and Team Leads in leading the development and management of the pricing framework for various investment products, the constant review of pricing assumptions, and the development and management of various complex models.
Identify opportunities to improve pricing profitability and modelling techniques used in pricing, risk management and investments.
Produce analysis, papers and reports on suggestions relating to pricing, value, modelling and risk management for existing and for new product developments.
You will have the ability to lead Junior Analysts, work cohesively with other teams in governance and hedging and be an effective communicator to various stakeholders (both technical and non-technical)
- AIAA, CFA, Master of Quantitative Finance are highly desired
- At least 5 years’ experience in a similar role or with expertise/knowledge of Investment products – including Derivatives, Product Pricing, Structured Products
- Demonstrable evidence of hitting the ground running, learning new products quickly
- Able to lead projects/assignments and make recommendations based on findings for the teams objectives
- Knowledge and experience to a strong level in at least one programming language - Python, C++, SQL and MATLAB