The Global Head of Quant Research at a leading investment bank is looking for a Front Office Quant to join their team... valuation models for derivative products. Develops robust front office analytics for pricing, hedging, risk management and P...
to the underlying quant platform that is shared between both Technology and Front Office teams. What will you do? Develop... skills Ability to work directly with Front Office personnel What’s in it for you? We thrive on the challenge...
office context Knowledge of collateral optimization in front office context Programming skills in VBA, Python, or similar... and ColVA) of all derivative asset classes globally. XVA desk is also responsible for derivatives collateral optimization...