IR Quantitative Analyst

Job Description

<p>AED 50,000 Per Month</p><p><br></p><p>Charterhouse is working with a high-profile international bank with a strong presence in the UAE and GCC, who is on the lookout for an IR Quantitative Analyst to sit within their financial markets team.</p><p><br></p><p>The Modelling and Analytics Group are responsible for design, development and delivery of pricing and risk models and as an IR quant, you will be responsible for building and developing interest rate models to allow traders and structurers to correctly price and deliver a full suite of IR products to the institution’s client base.</p><p><br></p><p>Working alongside the team’s traders and structurers, you will value and price current interest rate products, ensuring that market risk metrics are adhered to by following market and regulatory trends.</p><p><br></p><p>To be considered for this position, you should have at least 4 years’ experience within a front office quantitative analysis environment and a deep understanding of IR products.</p><p><br></p><p>Programming language experience within Python, R or C++ is essential. Quants from both buy and sell side institutions will be considered.</p>