Job Description / Responsibility
A renowned financial institution is seeking a mid level Quant to join it’s team in Tokyo.
In this role, you will be responsible for supporting the Fixed Income trading business and working closely with the desk. The main responsibility will be the development of the pricing library for interest rate products ranging from bonds to cross currency exotics.
Other responsibilities will include;
- Development and maintenance of the pricing library for fixed income products
- Working with and supporting the FID trading desk, by assisting traders in pricing, managing risks, starting new products, etc.
- Documentation of the pricing methodology for model validation.
- University level degree from a numerate subject, for e.g mathematics, physics or computer science
- Experienced in using C++, Excel, VBA
- Knowledge about fixed-income and derivatives products and markets
- Good oral and written communication skills in English
Min. Bachelors (ideally MSc or PhD)
Additional Job Requirements
- Passionate about financial markets
- Experience in developing derivatives pricing models
- Strong knowledge of pricing models for FID products
- Attention to detail, with high energy