Financial modelling of exotic financial derivatives
-Develop daily profit and loss analysis for structure products
-Review financial research and develop methodologies for valuation of financial derivatives
-Backtesting of existing financial models
-Develop methodologies and tools to assist in daily pricing processes
-Masters in Mathematics, Physics or Engineering required
-3 - 5 years of experience
-Understanding of fixed income and credit derivatives - swaps, caps/floors, swaptions
-Strong C++ programming skills

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