The Quant Risk Analyst will join the Risk Management team, focused on interest rates.
- Familiarity with the relevant models within rates
- Familiarity with the various instruments and strategies within Interest Rates universe, e.g. Swaps, Swaptions, Repos, Futures, Treasuries, etc.
- Applicable experience on a trading desk, risk desk or quant desk
- Strong academic background in financial engineering
Work with portfolio managers, risk team and external vendors to:
- Develop relevant models to measure risk
- Determine which model is best to choose
- Develop meaningful stress tests
- Determine risk limits for the portfolio managers